Construct an influence diagram for the portfolio allocation model in Example 11.15 Data from Example 11.15 An

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Construct an influence diagram for the portfolio allocation model in Example 11.15


Data from Example 11.15

An investor has $100,000 to invest in four assets. The expected annual returns and minimum and maximum amounts with which the investor will be comfortable allocating to each investment are as follows: 


Let us assume that the risk factors per dollar allocated to each asset have been determined as follows: 

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