An investor wants to invest up to $100,000 as follows:

X amount into a Certificate of Deposit (CD) that yields an expected annual return of 1% with a risk index of 1,
Y amount into a Bond with an expected annual return of 3% and a risk index of 4,
Z amount into a Stock with an expected annual return of 7% and a risk index of 8.
The investor’s objective is to maximize the total expected annual return of the investment.

However, to be prudent, the investor requires that:
The fraction of the total investment in X must be at least 20%.
The fraction of the total investment in Z must not exceed 50%.
The combined portfolio risk index must not exceed 5.

Required:
a. Set up this investment problem as a linear program, which has 3 variables, 3 basic constraints, and 4 special constraints.
b. Use an LP software to find the maximum expected annual return in dollars and the dollar values of X, Y, and Z for this best investment.
c. From the software solution, show the values of the dual variables for the four special constraints.

Answers

Answer 1

Answer:

a-The Linear Model is as follows:

[tex]X+Y+Z\leq 100,000\\{0.001X}\geq 20\\{0.001Z}\leq 50\\0.00001X+0.00004Y+0.00008Z\leq5\\X\geq0\\Y\geq0\\Z\geq0[/tex]

b-The values are

X=$33,333.33

Y=$16,666.67

Z=$50,000.00

Leading to a total expected return of $4333.33.

c-The values of constraints are as follows

X+Y+Z=33333.33+16666.67+50000=100,000

X=33%, Y is 16.67% and Z is 50%

Risk component of X is 0.33

Risk component of Y is 0.66

Risk component of Z is 4.00

Step-by-step explanation:

a

From the conditions, the first special constraint is the total amount which is that the sum of investments must not be  more than the total available amount of $100,000 so

[tex]X+Y+Z\leq 100,000[/tex]

The second special constraint is that the percentage of X must be at least 20% So

[tex]\dfrac{X}{100,000}\times100 \geq20\\\dfrac{X}{1000} \geq20\\{0.001X}\geq 20[/tex]

The third special constraint is that the fraction of total investment of Z must not exceed 50% So

[tex]\dfrac{Z}{100,000}\times100 \leq50\\\dfrac{Z}{1000}\leq 50\\0.001Z\leq50[/tex]

The fourth special constraint is that the combined portfolio risk index must not exceed 5 so

[tex]\dfrac{X}{100,000}\times1+\dfrac{Y}{100,000}\times4+\dfrac{Z}{100,000}\times8\leq5\\0.00001X+0.00004X+0.00008Z\leq5[/tex]

As the investments cannot be negative so three basic constraints are

[tex]X\geq0\\Y\geq0\\Z\geq0[/tex]

The maximization function is given as

[tex]f(X,Y,Z)=\dfrac{X}{X+Y+Z}\times1\%+\dfrac{Y}{X+Y+Z}\times3\%+\dfrac{Z}{X+Y+Z}\times7\%\\f(X,Y,Z)=\dfrac{X}{X+Y+Z}\times0.01+\dfrac{Y}{X+Y+Z}\times0.03+\dfrac{Z}{X+Y+Z}\times0.07[/tex]

b

By using an LP solver with BigM method the solution is as follows:

X=$33,333.33

Y=$16,666.67

Z=$50,000.00

Leading to a total expected return of $4333.33.

c

The values of constraints are as follows

X+Y+Z=33333.33+16666.67+50000=100,000

X=33%, Y is 16.67% and Z is 50%

Risk component of X is 0.33

Risk component of Y is 0.66

Risk component of Z is 4.00


Related Questions

Which list shows the numbers NOT in order from greatest to least

Answers

Answer: C.

Step-by-step explanation:

You notice how the number goes from

3.50 to 3.62 to 3.49 to 3.88

hThe 3.49 is out of place. Thus ruining the order of least to greatest.

Answer: Hewo, there your Answer is Below

My answer would Be C

Step-by-step explanation:

I chose this Answer Because, It starts with 3.5 and then 3.62 and then 3.498

Hope this helps you!!

Have a great day!!!

Given the coordinates for the function below, who of the following are coordinates for its inverse?

Answers

Answer:

If we have a function f(x) that has an inverse g(x), we have the relations:

f( g(x)) = x

g( f(x)) = x

Then if the coordinates for the function f(x) are points like (x₁, y₁)

The coordinates for the inverse, g(x), will be (y₁, x₁)

Now let's look at the table, here we can see that the coordinates for f(x) are:

(0, 650)

(100, 550)

(200, 450)

(340, 310)

(650, 0)

Then the coordinates of the inverse function will be:

(650, 0)

(550, 100)

(450, 200)

(340, 310)

(0, 650)

CAN SOMEONE PLS DO TBJS U HAVE TO SHOW WORK BUT ITS EASG AND DOESNT NEED TO BE PERFECTT

Answers

Answer:

area? is that what u need? or perimeter

Step-by-step explanation:

If a person is on a 1,800-calorie diet, then how many of their calories will come from fruit?

Veggies 35%

Fruit 15%

Carbs 25%

Protein 25%​

Answers

Answer:

270

Step-by-step explanation:

Convert 15% into a decimal: .15

Then multiply 1800* 0.15

This gives you 270

Answer:

270

Step-by-step explanation:

A group of friends are dining at a pizza parlor. They have 1 1/2 pizzas. If each friend eats 1/4 of a pizza, how many friends can have an equal share?

Simplify your answer

Answers

Answer:

6 friends can share the pizza

Step-by-step explanation:

1 1/2 ÷ 1/4 =6

Answer:

Divide 1 1/2 by 1/4. Note that 1 1/2 = 1 2/4 = 6/4. So now we divide 6/4 by 1/4, obtaining 6.

6 friends can enjoy an equal share.

6 A train has 1 first-class carriage and 6 standard carriages. The first-class carriage has 64 seats. are being used. Each standard carriage has 78 seats. in each carriage are being used. Are more than half the seats on the train being used?

Answers

Answer:

YES

Step-by-step explanation:

(3/8)·64 = 24 seats in the first class carriage are being used.

(7/13)·(78)·3 = 126 seats in the standard carriages are being used, for a total of ...

 24 + 126 = 150 . . . occupied seats

The number of available seats is ...

 64 +3·78 = 298

so half the seats on the train will be 298/2 = 149 seats.

 150 > 149, so more than half the seats on the train are being used.

What’s 22,000 - 407% of 60?

Answers

Answer:

21,755.8

Step-by-step explanation:

To solve this equation, we must first find 407% of 60.

To do this, place the percent over 100 (fraction form), then, multiply it by the number you're finding the percentage of.

407/100 x 60/1 = 24,420/100

24420 / 100 = 244.2

244.2 is 407% of 60.

Lastly, you subtract 244.2 from 22,000.

22,000 - 244.2 = 21,755.8

Answer:

21755.8

Step-by-step explanation:

407%=4.07

4.07*60=244.2

22,000-244.2=21755.8

Approximate, in square meters, the area of a circle with radius = 58.2 m. (Round your answer to three decimal places.)

Answers

Answer:

10,635.934 m^2

Step-by-step explanation:

The formula for area of a circle is π r² (pi ⋅ radius ⋅ radius)

According to the word problem, 58.2 is the radius.

Now that we know the radius, we have our final equation:

pi ⋅ radius ⋅ radius

(3.14 IS USED FOR PI)

3.14 ⋅ 58.2 ⋅ 58.2 = 10,635.9336

10,635.9336 rounded to the three decimal places (to the nearest thousandth): 10,635.934

Therefore, the area of this circle in square meters is 10,635.934 m^2.

table below shows the number of miles run each day of the week. Which list shows the number of miles

run in order from least to greatest?



Monday, Thursday, Wednesday, Tuesday
Monday, Thursday, Wednesday, Tuesday

Thursday, Tuesday, Wednesday, Monday
Thursday, Tuesday, Wednesday, Monday

Monday, Wednesday, Tuesday, Thursday
Monday, Wednesday, Tuesday, Thursday

Tuesday, Monday, Wednesday, Thursday

Answers

Answer:

monday wednesday tuesday thursday

Step-by-step explanation:

edge 2020

Monday, Wednesday, Tuesday and Thursday is the order from least to greatest.

What is Fraction?

A fraction represents a part of a whole.

Monday = [tex]3\frac{1}{3}[/tex]

Convert mixed fraction to improper 10/3

Decimal value 3.33

Tuesday = [tex]3\frac{2}{5}[/tex]

The improper fraction is 17/5

Decimal value 3.4

Wednesday = [tex]3\frac{3}{8}[/tex]

The improper fraction is 27/8

Decimal 3.375

Thursday = [tex]3\frac{1}{2}[/tex]

The improper fraction is 7/2 which is 3.5

Hence, Monday, Wednesday, Tuesday and Thursday is the order from least to greatest.

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Circuit boards from two assembly lines set up to produce identical boards are mixed in one storage tray. As inspectors examine the boards, they find that it is difficult to determine whether a board comes from line A or line B. A probabilistic assessment of this question is often helpful. Suppose that the storage tray contains 10 circuit boards of which six came from line A and four from line B. An inspector selects two of these identical-looking boards for inspection. He is interested in X, the number of inspected boards from line A.
a. Find the probability function for X .
b. Graph the probability function of X .
c. Find the distribution function of X .
d. Graph the distribution function of X .

Answers

Answer:

a) X  = 2/15 , 8/15, 1/3

b) attached below ( probability plot )

C) F(x )     attached below

d) cumulative probability plot

Step-by-step explanation:

a) Determine the probability of Function X

P( x = 0 ) =  6 / 45 = 2 /15  = 0.1333

P( x = 1 )  = 8/15  = 0.5333

P( x = 2 ) = 1/3  = 0.3333

Hence the probability of Function X = 2/15 , 8/15, 1/3

b) Graph of the probability Function of X

 x           0              1               2        

p(x)    0.1333     0.5333     0.3333

attached below is the plot ( probability plot )

c) Determine the Distribution function of CX

using the results achieved in part ( a )

attached below is the solution

d) Graph of distribution function of X

x              0                  1           2

p(x)     0.1333          0.6667     1

attached below is the plot ( cumulative probability plot )

Can someone help me with this problem please. ( I need it as fast as possible).

Answers

Answer:

D-B-A-C

Step-by-step explanation:

Find the value of x :)

Answers

Answer:

x = 20

Step-by-step explanation:

→ Remember how many degrees are on a straight line

180°

→ Set up an equation

2x + 70 + 3x + 10 = 180

→ Simplify

5x + 80 = 180

→ Minus 80 from both sides

5x = 100

→ Divide both sides by 5

x = 20

Answer:

x=20

Step-by-step explanation:

Those add up to 180 degrees because a straight line is 180 degrees

Equation

2x + 70 + 3x + 10 = 180

Add liked terms

2x+3x=5x

5x+80=180

5x+80-80=180-80

Divide both sides by 5

5x=100

x=20

hope this helps and good luck! <3

PLEASE TELL ME PLEASE

Answers

Answer: D!! also 35% are spotted

Answer:

The answer is a.

Step-by-step explanation:

This is because the percent is out of 100 and the flock of spotted sheep is placed in the numerator.

7.2x14.3 what is that?

Answers

Answer:

102.96

Step-by-step explanation:

Answer:

[tex]102.96[/tex]

Step-by-step explanation:

7 . 2

× 14 . 3

___________

²2 . 16

²28 . 80

72 . 00

____________

¹1¹02.96

Therefor, the answer is 102.96

What is the answer to number 12?

Answers

Answer:

12) 2.5

the height then is 2.5.

Step-by-step explanation:

42.9/3.3 = 13

32.5/13 = 2.5

Have a nice day!

2.5
The person above is correct!!

The height of a cone is two times its base diameter. What is the volume of the cone in terms of its base radius ?

Answers

Step-by-step explanation:

Cone Volume = 1/3 ×( π r² h)      h = 2 × diameter  =  2 × 2 × r

Cone Volume = 1/3 ×( π r² h)      h = 2 × diameter    diameter = 2r

                                                       =  2 × (2 × r)  

                                                       = 4r

                                                         

Cone Volume = 1/3 ×( π r² 4r)

                        =  (4 π r³ / 3)

(1 point) Rewrite the logarithmic expression \log(A\sqrt{B}) \log(A^2) in equivalent logarithmic form. There may be more than one correct answer. A. \log(A) - 2\log(B) \log(A^2) B. \frac{\log(A)\log(B)}{2} 2\log(A) C. \log(A) \frac{1}{2}\log(B) \log(A^2) D. \log(A^{3}) \frac{1}{2}\log(B) E. 3\log(A) \frac{1}{2}\log(B) F. \log(A^3\sqrt{B}) G. None of the above

Answers

Answer:

Step-by-step explanation:

Answer:

C.D.E.F

Step-by-step explanation:

log(A\sqrt{B}) \log(A^2)

A. \log(A) - 2\log(B) \log(A^2)  

Answer A is wrong  because sqrt is denoted by  1/2  and the coefficient of log B is 2 not 1/2

B. \frac{\log(A)\log(B)}{2} 2\log(A)

Answer B is wrong because  2 is multiplied by B instead of 1/2

C.\log(A) \frac{1}{2}\log(B) \log(A^2)

Answer C is correct because  1/2  is multiplied by log B

D. \log(A^{3}) \frac{1}{2}\log(B)

Answer D is also correct  because  1/2  is multiplied by log B

E. 3\log(A) \frac{1}{2}\log(B)

Answer E is also correct because  3  is co efficient of log A

F. \log(A^3\sqrt{B})

This is correct. Here the log is applied to the given fraction

Help me fellow idiots (jk)

Answers

Answer:

[tex] \frac{4}{5} [/tex]

Find the volume.
Pls help!

Answers

Answer:

72 in^3

Step-by-step explanation:

Volume: lwh

V = 6 · 3 · 4

V = 18 · 4

V = 72 in^3

$1234 is invested at 5.6% annual interest for 7 years.
a. Simple Interest b. Compound Interest

Answers

Answer:

A)  $1,717.73.

B)  $1,807.02.

Step-by-step explanation:

Given that $ 1234 is invested at 5.6% annual interest for 7 years, to determine the final amount applying a simple interest and a compound interest, the following calculations must be performed:

A)

1234 + ((1234 x 0.056) x 7) = X

1234 + (69.104 x 7) = X

1234 + 483.728 = X

1717.728 = X

Therefore, applying a simple interest of 5.6% per year, in 7 years the amount invested would be $ 1,717.73.

B)

1234 x (1 + 0.056) ^ 7 = X

1234 x 1.056 ^ 7 = X

1234 x 1.464 = X

1,807.02 = X

Therefore, applying compound interest, the sum would become $ 1,807.02.

solve y=f(x) for x then find the input when the output is 6

f(x)= 6x^2

Answers

x = 1

So to figure this out we can readjust the equation to make it easier to solve

[tex]f(x) = 6x^2[/tex] is equal to [tex]6x^2 = 6[/tex]

From here we can simplify to get our answer!

[tex](6 / 6)x^2 = (6 / 6)\\x^2 = 1\\x = \sqrt{1}\\x = 1[/tex]

MAX POINTS PLEASE HELp
part a. What are the values of x and y? If your answer is not a whole number, write it as a decimal and round to one decimal place if necessary.
part b:
Here is a triangular prism.


What is the volume of the prism, in cubic centimeters?

cubic centimeters

What is the surface area of the prism, in square centimeters?
cubic centimeters

Answers

Answer:

X=35 Y=73

Step-by-step explanation:

use the opposite angle theorem for x. X would equal 35.

we know that x is 35. So 2y+35=180

180-35=2y

y=72.5 or 73

srry I can’t help with question 2. I don’t know how

Which is an equivalent way to express 3y

Answers

Answer:

3 f(x)

Step-by-step explanation:

this is very open-ended, (6y)/2 is equal to 3y

Ana is baking cookies for her family reunion. Her recipe uses 3/4 cup sugar and has a yield of 24 cookies. How many cups of sugar will Ana need if she wants to bring 10 dozen cookies? (1 dozen = 12).

Answers

9514 1404 393

Answer:

  3 3/4 cups

Step-by-step explanation:

The yield from 3/4 cup of sugar is 2 dozen cookies. Multiply that by 5 and you get: the yield from 15/4 cups of sugar is 10 dozen cookies.

As a mixed number 15/4 = 3 3/4.

Ana will need 3 3/4 cups of sugar for 10 dozen cookies.

Answer:

Solution given:

recipe use 3/4 cup of sugar for 24 or 2 dozen Cooke's

now

we have

2 dozen=3/4 cup of sugar

10dozen=3/4×10/2=15/2 cup of sugar is needed

4. A photographer needs a frame for a 16 x 20 inch picture, such that the total area is 340 in Calculate the width of the frame. Which of the following quadratic equations would be used when solving this?

O4x^2 + 367 = 20
O4x^2 + 72x = 20
O2x^2 + 72 = 20
O2x^2 + 36x = 20

Answers

The quadratic equations that would be used when solving the given information is 4x² + 72x = 20 , Option B is the correct answer.

What is Area ?

Area is the space occupied by any surface ,It is measure in square units of length.

It is given that

A photographer needs a frame for a 16 x 20 inch picture

total area is 340 sq. in

width of the frame =?

Let width of the frame be x

The frame is in the shape of a Rectangle

Side of the frame =  ( 16+2x) and (20 +2x)

Area of a frame = Total Area -  Area of the picture

Total Area =  ( 16+2x) (20 +2x)

( 16+2x) (20 +2x) = 340

320 + 72x +4x² = 340

72x +4x²= 20

4x² + 72x = 20

The quadratic equations that would be used when solving the given information is 4x² + 72x = 20 , Option B is the correct answer.

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A large school district claims that 80% of the children are from low-income families. 150 children from the district are chosen to participate in a community project. Of the 150 only 70% are from low-income families. The children were supposed to be randomly selected. Do you think they really were

Answers

Incomplete question. However, I answered from a general research perspective.

Explanation:

Note, the term sample used in statistical research refers to subjects or persons carefully selected (using a particular sampling method/type ) to represent the target population.

A randomly selected sample could be done as either:

Simple Random Sampling Stratified Random Sampling Cluster Random Sampling.Systematic Random Sampling.

Using any of the above sampling methods could result in 70% of the population being from low-income families as this is a matter of chance. Hence, we can agree with the research results.

Using the z-distribution, it is found that since the test statistic is less than the critical value for the left-tailed test, there is enough evidence to conclude that the children were not randomly selected.

At the null hypothesis, we test if they were really randomly selected, that is, the proportion is of 80%:

[tex]H_0: p = 0.8[/tex]

At the alternative hypothesis, we test if they were not randomly selected, that is, the proportion is of less than 80%.

[tex]H_1: p < 0.8[/tex]

The test statistic is given by:

[tex]z = \frac{\overline{p} - p}{\sqrt{\frac{p(1-p)}{n}}}[/tex]

In which:

[tex]\overline{p}[/tex] is the sample proportion. p is the proportion tested at the null hypothesis. n is the sample size.

For this problem, the parameters are:

[tex]p = 0.8, n = 150, \overline{p} = 0.7[/tex]

Then, the value of the test statistic is:

[tex]z = \frac{\overline{p} - p}{\sqrt{\frac{p(1-p)}{n}}}[/tex]

[tex]z = \frac{0.7 - 0.8}{\sqrt{\frac{0.8(0.2)}{150}}}[/tex]

[tex]z = -3.06[/tex]

The critical value for a left-tailed test, as we are testing if the proportion is less than a value, with a significance level of 0.05, is of [tex]z^{\ast} = -1.645[/tex].

Since the test statistic is less than the critical value for the left-tailed test, there is enough evidence to conclude that the children were not randomly selected.

A similar problem is given at https://brainly.com/question/24166849

pls help its due soon

Answers

A reflection over the x axis followed by a dilation.
Explanation:
The image is flipped over the x axis and also bigger which means x,y were multiples making it a dilation.

Calculate the Volume
Pls help

Answers

Answer:

420

Step-by-step explanation:

Multiply length, times width, times height to get your answer.

7 times 12 times 5=420

plsss help me and fast

Answers

Answer:

234 Square Inches

Step by Step Explanation:

To find the area of a parallelogram, we must first find the height. In this case, it is 18. Then, we must find the base. In this case, it is 13. Then, we multiply base x height for our final answer of 234.

Base - 13

Height - 18

18 x 13 = 234.

Easy enough?

The admission fee at an amusement park is $3.50 for children and $5.40 for adults. On a certain day, 351 people entered the park, and the admission fees collected totaled $1523. How many children and how many adults were admitted?

Answers

Answer:

Adults=155, children = 196

Step-by-step explanation:

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Rabbit Foot Motors has been approached by a new customer with an offer to purchase 5,000 units of its hands-free, Wi-Fi-enabled automotive modelthe SMAKat a price of $18,000 per automobile. Rabbit Foots other sales would not be affected by this new customer offer. Rabbit Foot normally produces 100,000 units of its SMAK model per year but only plans to produce and sell 90,000 in the coming year. The normal sales price is $35,000 per SMAK. Unit cost information for the normal level of activity is as follows:Fixed overhead will not be affected by whether or not the special order is accepted.1. What are the relevant costs and benefits of the two alternatives (accept or reject the special order)?a. Special order price, direct materials, direct labor, and variable overhead. b. Special order price, direct materials, direct labor, variable overhead, and fixed overhead c. Normal price, direct materials, direct labor, and variable overhead. d. Normal price, direct materials, direct labor, variable overhead, and fixed overhead.2. By how much will operating income increase or decrease if the order is accepted? a. increase by $_______ b. decrease by $_________ Find the equation of the line shown Modelo: Queremos parar a los peatones?No, no queremos pararlos./No, no los queremos parar.1. Quieres indicar el camino a la gente?S,_______2. Puedes leer esos letreros?S,_______3. Compr Antonio Garca el edificio entero?No,_______4. El conductor dio una vuelta a los pasajeros?S _______5. Todava no has visto las plazas del centro?No,________ Write the tenses of the following sentences.1He had to leave at noon.2she has to wear a coat because it's cold. If all the bees in the hive come from the queen, how are they related? AAll the bees in the hive are cousins.BAll the bees in the hive are sisters and brothers.CAll the bees in the hive are aunts and uncles. You are riding on a carousel that is rotating at a constant 24 rpm. It has an inside radius of 4 ftand outside radius of 12 ft. You begin to run from the inside to the outside along a radius. Your peak velocity with respect to the carousel is 6 mph and occurs at a radius of 8 ft.What are your maximum Coriolis acceleration magnitude and its directionwith respect to the carousel What convinced the United States to join the United Nations?The achievements of the League of Nations convinced people the UN could succeed.The House of Representatives overrode the Senates objections to the organization.Both political parties, and the public, agreed that it would help prevent future world wars.President Wilson worked with President Roosevelt to ensure US membership. he have to go school daily (how often)