MANAGMENT SCIENCE HW
Portfolio
| Decision Variables | |||||||||
| CommStar | Questlink | Eastgas | Brentline | T-Bond | Objective | ||||
| Coefficients | 0.073 | 0.103 | 0.075 | 0.064 | 0.045 | ||||
| Values | 20000 | 30000 | 37500 | 0 | 12500 | max | 7925 | ||
| Constraints | LHS | RHS | |||||||
| Telecom <= 50% | 1 | 1 | 50000 | <= | 50000 | ||||
| Oil <= 50% | 1 | 1 | 37500 | <= | 50000 | ||||
| T-Bond Min | 0.25 | 0.25 | -1 | 0 | <= | 0 | |||
| High-Risk Max | 0.6 | -0.4 | 0 | >= | 0 | ||||
| Budget | 1 | 1 | 1 | 1 | 1 | 100000 | <= | 100000 |