Answer:
The answer is in the pictures.
Step-by-step explanation:
Answer:1.5 i think
Step-by-step explanation:
Linear programming which shows the best investment strategy for the client is Max Z=0.12I +0.09B and subject to constraints are :I+ B<=25000,
0.005 I +0.004B<=250.
Given maximum investment client can make is $55000, annual return= 9%, The investment advisor requires that at most $25,000 of the client's funds should be invested in the internet fund. The internet fund, which is the more risky of the two investment alternatives, has a risk rating of 5 per thousand dollars invested. the blue chip fund has a risk rating of 4 per thousand dollars invested.
We have to make a linear programming problem.
Let
I= Internet fund investment in thousands.
B=Blue chip fund investment in thousands.
Objective function:
Max Z=0.12I+0.09B
subject to following constraints:
Investment amount: I+ B<=25000
Risk Rating: 5/100* I+4/100*B<=250 or 0.005 I +0.004B<=250
I,B>=0.
Hence the objective function is Max Z=0.12 I+ 0.09 B.
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Answer: slope = 1/2
Step-by-step explanation:
X-2y=10
-2y=-x-10 subtract x from both sides
2y=x+10 divide by -1
y=<u>1</u> x + 5 Divide by 2
2
slope = 1/2
Answer:
option B (28/52)
Step-by-step explanation:
from probability
P(A∪B)=P(A)+P(B)-P(A∩B)
where
P(A∪B) = probability that event A or B happen
P(A∩B) = probability that event A and B happen simultaneously
P(A) = probability that event A happen
P(B) = probability that event B happen
the probability that the card is special or red
P( special or red)= P(special) + P(red) - P( special and red)
since
P(special)= 4/52
P(red) = 26/52
P( special and red) = 2/52
therefore
P( special or red)= 4/52 + 26/52 - 2/52 = 28/52
P( special or red)= 28/52
(option B)