Chapter 9 – LP Applications
First General REIT 17.5% 100 75
Debt Metropolitan Electric 11.8% 95 20
Unidyne Corp. 12.2% 92 30
Lemonville Transit 12.0% 79 22
Real Estate Fairview Apartment Partnership 22.0% 0 50
First General REIT (see above) (see above) (see above)
Money T-Bill Account 9.6% 80 0
Money Market Fund 10.5% 100 10
All Saver’s Certificate 12.6% 0 0
Formulate and solve a linear program to accomplish John’s objective as an investment advisor which is to construct a
portfolio that maximizes his client’s total expected after-tax return over the next year, subject to a number of constraints
placed upon him by the client for the portfolio:
1. Its (weighted) average liquidity factor must be at least 65.
2. The (weighted) average risk factor must be no greater than 55.
3. At most, $60,000 is to be invested in Unidyde stocks or bonds.
4. No more than 40% of the investment can be in any one category except the money category.
5. No more than 20% of the investment can be in any one investment except the money market fund.
6. At least $1,000 must be invested in the money market fund.
7. The maximum investment in All Saver’s Certificates is $15,000.
8. The minimum investment desired for debt is $90,000.
9. At least $10,000 must be placed in a T-Bill account.