Answer:
A 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:
It’s y2-y1 over x2-x1
Y2 is 5 and y1 is 5
5-5
X2 is 7 and x1 is -2
7- negative 2
5-5 is 0
7- negative 2 is 9
Slope is 0
Step-by-step explanation:
Hope this helps:)
(10 + 9) x (3 - 1) x 2 = +75
19 x 2 x 2
76
76 > 75