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:
honestly i think it might be (C)
Step-by-step explanation:
Answer:
b
Step-by-step explanation:
The slope is positive because as the age increases, the value increases.
Answer: Answer: 2.1 %
Step-by-step explanation:
Decrease = initial price - final price
% decrease = [ (initial price - final price) / initial price ] *100
% decrease =[ (2.89 - 2.83) / 2.89] * 100 = 2.08, which can be rounded to 2.1
Answer:
86, 593
Step-by-step explanation:
1 1 1
8 2 6 9 4
+ 3 8 9 9
_____________
8 6 5 9 3