If An investor is considering investing in two securities A and B which promise a return of (10+X)% and (20+X)%, respectively. The security A has a risk of 4 (on a scale of 0-10) while the other has a risk of 9. The investor has 71,00,000 available for investment and he expects an average return of at least (12+X)% and wants the average risk factor not to exceed 6. Formulae the problem as n LPP and determine graphically the optimal investment plan for the investor. X = last digit of your roll no.
If An investor is considering investing in two securities A and B which promise a return of (10+X)% and (20+X)%, respectively. The security A has a risk of 4 (on a scale of 0-10) while the other has a risk of 9. The investor has 71,00,000 available for investment and he expects an average return of at least (12+X)% and wants the average risk factor not to exceed 6. Formulae the problem as n LPP and determine graphically the optimal investment plan for the investor. X = last digit of your roll no.
Practical Management Science
6th Edition
ISBN:9781337406659
Author:WINSTON, Wayne L.
Publisher:WINSTON, Wayne L.
Chapter2: Introduction To Spreadsheet Modeling
Section: Chapter Questions
Problem 20P: Julie James is opening a lemonade stand. She believes the fixed cost per week of running the stand...
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use x=2 solve all parts
![If An investor is considering investing in two securities A and B which promise a return of
(10+X)% and (20+X)%, respectively. The security A has a risk of 4 (on a scale of 0-10) while
the other has a risk of 9. The investor has 31,00,000 available for investment and he expects
an average return of at least (12+X)% and wants the average risk factor not to exceed 6.
Formulae the problem as n LPP and determine graphically the optimal investment plan for the
investor. X = last digit of your roll no.
по.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F35f7172c-a37a-4603-9dbb-3252024e4a90%2Fe5b689d2-bed1-49b5-93d4-60782efed5c0%2Fhslicap_processed.png&w=3840&q=75)
Transcribed Image Text:If An investor is considering investing in two securities A and B which promise a return of
(10+X)% and (20+X)%, respectively. The security A has a risk of 4 (on a scale of 0-10) while
the other has a risk of 9. The investor has 31,00,000 available for investment and he expects
an average return of at least (12+X)% and wants the average risk factor not to exceed 6.
Formulae the problem as n LPP and determine graphically the optimal investment plan for the
investor. X = last digit of your roll no.
по.
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