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The table below depicts the attributes of 9 mutual funds that you have chosen for investment of your clients money. She has $100,000 to invest,

The table below depicts the attributes of 9 mutual funds that you have chosen for investment of your clients money. She has $100,000 to invest, though you do not have to invest it all (Warren Buffet doesnt tie up all of his money either!).

Attributes: 1) A Measure of the riskiness of the fund (low is better than high).

2) Investment Category Type (STOCK, BAL(anced), INTL, BOND)

3) Investment Company (VAN, ABC, FID, JPM, TRP)

4) RET1 anticipated annual return under market conditions COVID Recovery 1

5) RET2 - anticipated annual return under market conditions COVID Recovery 2

6) RET3 - anticipated annual return under market conditions COVID Recovery 3

7) Green a measure of how green the companies in which the fund invests

8) Social a measure of how the funds are invested in socially conscious companies.

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Invest the funds optimally (minimizing risk amount invested in a fund times the risk measure) such that:

a) Under market conditions RET1 and RET3, the model provides a zero or positive return.

b) Under market conditions RET2, there is a return of at least $12,750. (This is a number).

c) At least 7.5% of the invested funds must be with each company.

d) No more than 40% of the funds invested can be with any one company.

e) No more than 32% of the funds invested can be with any one investment category.

f) The invested funds must average at least 5.0 on the green measure.

g) The invested funds must average at least 4.75 on the social measure.

h) Investments must be in integer dollars.

Using EXCEL SOLVER, create and solve an LP model that addresses this investment situation.

2.2 1.7 3.1 1.8 2.4 1.8 BAL BAL INTL BOND INTL FID ABC Risk Measure Type Company RET1 RET2 RET3 Green Social 1.4 STOCK VAN -0.013 0.151 0.04 ABC -0.036 0.212 0.053 5 7.1 1.2 STOCK FID -0.042 0.123 0.02 6 4.21 JPM 0.071 0.117 -0.04 3 BOND JPM 0.063 0.203 -0.052 4 5.21 VAN 0.046 0.122 -0.033| 6.5 3.2 -0.021 0.106 0.069 7.5 6.1 0.071 0.137 -0.022 STOCK TRP -0.044 0.188 0.051 4.4 41 6 3 4.4 5 5 2.2 1.7 3.1 1.8 2.4 1.8 BAL BAL INTL BOND INTL FID ABC Risk Measure Type Company RET1 RET2 RET3 Green Social 1.4 STOCK VAN -0.013 0.151 0.04 ABC -0.036 0.212 0.053 5 7.1 1.2 STOCK FID -0.042 0.123 0.02 6 4.21 JPM 0.071 0.117 -0.04 3 BOND JPM 0.063 0.203 -0.052 4 5.21 VAN 0.046 0.122 -0.033| 6.5 3.2 -0.021 0.106 0.069 7.5 6.1 0.071 0.137 -0.022 STOCK TRP -0.044 0.188 0.051 4.4 41 6 3 4.4 5 5

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