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You have the opportunity to invest in three projects. The investment opportunities have the following characteristics: A: For each dollar invested today in this opportunity

You have the opportunity to invest in three projects. The investment opportunities have the following characteristics:

A: For each dollar invested today in this opportunity yields S0.2 in one month and $1.10 in two months.

B: For each dollar invested in a month from today, yields $0.3 in two months (from today) and $1.5 in three months.

C: For each dollar invested today, yields $1.9 in three months from today.

At any time, leftover cash can be invested in a savings bond, which yields 8% per month. You have $500 available now to invest.

Formulate an LP to maximize your cash at the end of month 3.

CORRECTIONS:

In investment A yields $0.2 in one month

At any time, leftover cash can be invested in a savings bond which yields 7% per month.


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