practice_2_Q8_solution

practice_2_Q8_solution - \$0.00 \$0.00 Investment E 75000...

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Question 8: Finco Investment I inserted comments in cells C15, C23, and D A) Decision Variable: How much to invest in each investment --- A,B,C,D, and E B) LP Formulation 0 1 2 Investment A -\$1.00 \$0.50 \$1.00 Investment B \$0.00 -\$1.00 \$0.50 Investment C -\$1.00 \$1.20 \$0.00 Investment D -\$1.00 \$0.00 \$0.00 Investment E \$0.00 \$0.00 -\$1.00 Cash on Hand at the beginning 100000 \$0.00 \$0.00 Time 0 Time 1 Time 2 Investment A 60000 -\$60,000.00 \$30,000.00 \$60,000.00 Investment B 30000 \$0.00 -\$30,000.00 \$15,000.00 Investment C 0 \$0.00 \$0.00 \$0.00 Investment D 40000 -\$40,000.00

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Unformatted text preview: \$0.00 \$0.00 Investment E 75000 \$0.00 \$0.00-\$75,000.00 Cash Position at the end \$0.00 \$0.00 \$0.00 Notice: C22, D22, and E22 must be non-negative Constraints: Total investment A \$60,000.00 <= 75000 Total investment B \$30,000.00 <= 75000 Total investment C \$0.00 <= 75000 Total investment D \$40,000.00 <= 75000 Total investment E \$75,000.00 <= 75000 D23. 3 \$0.00 \$1.00 \$0.00 \$1.90 \$1.50 \$0.00 Time 3 \$0.00 \$30,000.00 \$0.00 \$76,000.00 \$112,500.00 \$218,500.00 e. (why?)...
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This note was uploaded on 04/07/2009 for the course BUAD 311 taught by Professor Vaitsos during the Spring '07 term at USC.

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practice_2_Q8_solution - \$0.00 \$0.00 Investment E 75000...

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