PORTFOLIO SELECTION

$(20$ Pts$)$ A client wishes to invest $$2,000,000$ in the following investments:

Time left $1$:$55$:$15$

$\backslash$table$[[$Company$,$Return,Maturity,Rating$],[$Cinemax$,9\mathrm{.}50\%,12,1$ Excellent$],[$Multi$-$Pro,$8\mathrm{.}75\%,9,3$ Good$],[$Star$,11\%,5,4$ Fair$],[$Ganet$,7\mathrm{.}50\%,8,1$ Excellent$],[$Agro Chemical,$9\mathrm{.}25\%,6,3$ Good$],[$Fan Net,$10\%,13,2$ V$.$ Good$]]$

Investment restrictions:

a$)$ At least $55\%$ of the investment should be invested in long$-$term bonds $($maturing in $9+$ years$).$

b$)$ No more than $40\%$ of the investment can be invested in Fan Net, Cinemax and Star

Formulate a Linear Programming Algebraic Model that will show how much should be invested in each bond to maximize total returns. You should clearly show

Decision Variables,

Objective Function,

Constraints.