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HW3 Solution

# HW3 Solution - New Hampshire Bagels Central Bakery Decision...

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New Hampshire Bagels Central Bakery Decision Store Locations Map Coordinates City X Y Annual Trips Aubury -6 10 365 Canterbury 23 11 365 Dorchester 9 -5 365 New Castle 22 27 365 York 0 24 365 Warehouse 9.40 13.89 Distance Miles Store 1 15.88 Store 2 13.91 Store 3 18.90 Store 4 18.18 Store 5 13.80 Total Annual Miles 58888.87108 -10 -5 0 5 10 15 20 25 -10 -5 0 5 10 15 20 25 30 Part a. Decision Variables: x : x -coordinate value of warehouse y : y -coordinate value of warehouse Objective function: (minimize total distance traveled) Min Constraints: No constraints! Part b. See Spreadsheet. X: 9.4 Y: 13.89 Total distance: 58,889 miles. ( 29 ( 29 ( 29 ( 29 ( 29 ( 29 ( 29 ( 29 ( 29 ( 29 ( 29 2 2 2 2 2 2 2 2 2 2 2*365* 6 10 23 11 9 5 22 27 0 24 x y x y x y x y x y - - + - + - + - + - + - - + - + - + - + -

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Herbert Investments Portfolio Optimization Min Return 10.3% Stock Data (monthly) BBX DOB RST ZTR Mean return 0.049 0.094 0.126 0.107 StDev of return (σ) 0.011 0.15 0.189 0.163 Correlations (R) BBX 1 0.12 0.09 0.18 DOB 0.12 1 0.29 0.67 RST 0.09 0.29 1 0.43 ZTR 0.18 0.67 0.43 1 Fractions to invest (p) 16.3% 19.2% 41.8% 22.8% Constraints LHS RHS Fully Invested 100% = 100% Min Annual Return 10.3% >= 10.3% 0.00179 0.02877 0.07897 0.03709 Portfolio variance 0.0138 Portfolio Std Dev 0.1173470733 Part a Optimal Solution BBX DOB RST ZTR
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HW3 Solution - New Hampshire Bagels Central Bakery Decision...

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