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Author Question: A portfolio manager is trying to balance investments between bonds, stocks and cash. The return on ... (Read 65 times)

mmm

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A portfolio manager is trying to balance investments between bonds, stocks and cash. The return on stocks is 12 percent, 9 percent on bonds, and 3 percent on cash. The total portfolio is $1 billion, and he or she must keep 10 percent in cash in accordance with company policy. The fund's prospectus promises that stocks cannot exceed 75 percent of the portfolio, and the ratio of stocks to bonds must equal two. Formulate this investment decision as a linear programming problem, defining fully your decision variables and then giving the objective function and constraints.


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Marked as best answer by mmm on Apr 18, 2020

AngeliqueG

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Lorsum iprem. Lorsus sur ipci. Lorsem sur iprem. Lorsum sur ipdi, lorsem sur ipci. Lorsum sur iprium, valum sur ipci et, vala sur ipci. Lorsem sur ipci, lorsa sur iprem. Valus sur ipdi. Lorsus sur iprium nunc, valem sur iprium. Valem sur ipdi. Lorsa sur iprium. Lorsum sur iprium. Valem sur ipdi. Vala sur ipdi nunc, valem sur ipdi, valum sur ipdi, lorsem sur ipdi, vala sur ipdi. Valem sur iprem nunc, lorsa sur iprium. Valum sur ipdi et, lorsus sur ipci. Valem sur iprem. Valem sur ipci. Lorsa sur iprium. Lorsem sur ipci, valus sur iprem. Lorsem sur iprem nunc, valus sur iprium.
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mmm

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Reply 2 on: Apr 18, 2020
Great answer, keep it coming :)


amandalm

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Reply 3 on: Yesterday
:D TYSM

 

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