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.
Learn more about LPP at brainly.com/question/25828237
#SPJ4
Answer:
80
Step-by-step explanation:
You have to add all of the numbers together and divide them by how many numbers there are.
95 + 67 + 43 + 115 = 320
320 / 4 = 80
Answer:
Step-by-step explanation:
N is 3 bc #of terms minus 1
Exponents go from 3>2>x>none
Can be factored using binomial theorem
Answer:
$10.50/1.25 = $10.20
Step-by-step explanation:
hope this helps