April 22 - $125,000 $125,000 Maximize expected return...

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Portfolio Selection Example Input data Investment Bonds Home loans Auto loans Personal loans Rate of return 10% 16% 13% 20% Budget $500,000 Personal % 25% Bond % 50% Model Decision Variables Bonds Home loans Auto loans Personal loans Amount invested $125,000 $125,000
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Unformatted text preview: $125,000 $125,000 Maximize expected return $73,750 Constraints LHS RHS Budget $500,000 = $500,000 Personal $125,000 <= $125,000 Home $125,000 <= $125,000 Personal % $125,000 <= $125,000 Bond % $125,000 >= $62,500...
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This note was uploaded on 10/21/2011 for the course TOM 315 taught by Professor Kumar during the Spring '10 term at Cal Poly Pomona.

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