HW3 Sol - Chapter 6 Problem 1 a. A < B + C b. A...

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Unformatted text preview: Chapter 6 Problem 1 a. A < B + C b. A + B < C + 1, A + B < D + 1 c. A < C + D, 1 - B < C + D d. A < C, A < D, B < C, B < D Problem 6.13 Project A B C D E F T-Bills Cost ($M) 2 1.5 2.5 4 3 2 1 10 2 1.5-3-2 1 1 1 2 1 1 1 1 1-1 Return ($M) 0.16 0.15 0.3 0.56 0.27 0.22 0.04 Invested (1 = Yes) 1 1 1 1 Note: T-Bills is amount invested in millions. Constraint LHS Sign RHS Cost ($M) 10 <= 10 2A + 1.5B < 3E + 2F-5 <= C + D < 2 - F 2 <= 2 C + D + E > 1 2 >= 1 D < T 0 <= Return ($M) 1.09 2A + 1.5B < 3E + 2F C + D < 2 - F C + D + E > 1 D < T Part a Let A = 1 if Project A is invested in, 0 otherwise. Let B = 1 if Project B is invested in, 0 otherwise. Let C = 1 if Project C is invested in, 0 otherwise. Let D = 1 if Project D is invested in, 0 otherwise. Let E = 1 if Project E is invested in, 0 otherwise. Let F = 1 if Project F is invested in, 0 otherwise. Let T be the Millions of dollars invested in T-Bills....
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HW3 Sol - Chapter 6 Problem 1 a. A < B + C b. A...

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