Operation System Essay

9. Linear encoding models are used by many Stock market firms to choose a desirable connection portfolio. Here i will discuss a made easier version of such version. Solodrex is considering investing in four you possess: $1, 1000, 000 can be bought for purchase. The predicted annual return, the worst-case annual return on each connection, and the life long each connection are given in Table 15. The life long a bond is measure of the bond's sensitivity to interest rates. Solodex wants to increase the predicted return from its bond assets, subject to 3 constraints. Limitation 1 . The worst-case go back of the relationship portfolio should be at least 8%. Limitation 2 . The regular duration of the portfolio should be at most 6. For example , a portfolio that invested money 600, 500 in bond 1 and $400, 500 in connect 4 could have an average duration of (600,000) (3) + (400,000) (9)] as well as 1, 000, 000 = 5. some. Constraint three or more. Because of the variation requirements, at most 40% in the total quantity invested can be invested in just one bond. Make an LP model to assist Solodex mary achieve their objective. Stand. 15

Bond| Expected return| Worst-case return| Duration

1| 13%| 6%| 3

2| 8%| 8%| 4

3| 12%| 10%| 7

4| 14%| 9%| 9

11. Eli Daisy produces the drug Rozac from 4 chemicals. Today they must generate 1, 1000 lb of drug. Three active ingredients in Rozac can be a, B, and C. Simply by weight, in least 8% of Rozac must contain A, for least 4% of N, and at least 2% of C. The fee per pound of each substance and the quantity of each ingredient in1 lb . of each chemical are given in table below. It is necessary that at least 100 lb . of substance 2 be taken. Formulate an LP whose solution will determine the least expensive way of making today's group of Rozac. Chemical| Price per lb| A| B| C

1| $8| 0. 03| 0. 02| 0. 01

2| $10| zero. 06| zero. 04| zero. 01

3| $11| zero. 10| 0. 03| 0. 04

4| $14| zero. 12| zero. 09| 0. 04



Related

Category

News