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class assginment - 0.145 0.145 0.300 Maximize expected...

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Portfolio Selection Example Input data Investment Stocks bonds mutual funds cash ROR (%) 10% 3% 4% 1% risk 0.8 0.2 0.3 0 stocks% 75% cash 10% 30% risk 0.4 Model conservative 0.18 Decision Variables aggressive 0.7 Stocks bonds mutual funds cash proportion invested 0.409
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Unformatted text preview: 0.145 0.145 0.300 Maximize expected return 0.054 Constraints LHS RHS total investment 0.409 <= 0.750 mutual funds 0.145 >= 0.145 cash 0.3 >= 0.1 cash 0.3 <= 0.3 proportion 1 = 1 risk 0.4 <= 0.4...
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