# Question: In the pension fund problem suppose there is an upper

In the pension fund problem, suppose there is an upper limit of 60 on the number of bonds of any particular type that can be purchased. Modify the model to incorporate this extra constraint and then optimize. How much more money does James need to allocate initially?

## Answer to relevant Questions

In the pension fund problem, suppose James has been asked to see how the optimal solution will change if the required payments in years 2017 through 2024 all increase by the same percentage, where this percentage could be ...Solve the following modifications of the capital budgeting model in Figure 14.40. a. Suppose that at most two of projects 1 through 5 can be selected.b. Suppose that if investment 1 is selected, then investment 3 must also ...Suppose in the capital budgeting model in Figure 14.40 that each investment requires $2000 during year 2 and only $5000 is available for investment during year 2.a. Assuming that available money un-invested at the end of ...Set-covering models such as the original Western Airlines model in Figure 14.52 often have multiple optimal solutions. See how many alternative optimal solutions you can find. Of course, each must use three hubs because we ...Add a new stock, stock 4, to the portfolio optimization model. Assume that the estimated mean and standard deviation of return for stock 4 are 0.125 and 0.175, respectively. Also, assume the correlations between stock 4 and ...Post your question