Want to miximise the wealth at the final time:

Month Jan Feb Mar Apr May Jun

Net Cash Flow -210 -170 230 -180 30 270

The company has access to the following nancing option: They can

Take a line of credit of up to $200 at an interest rate of 1.4% per month

In any of the rst 3 months, issue a 90-day commercial paper yielding a total interest of2:2% for the 3-month period

Invest any excess funds at an interest rate of 0:2% per month.

Can you formulate a linear programming problem? (include objective function, any variables and constraints)