Problem Statement:

Second Semester $1445$ Project

You work for a prestigious investment firm that manages a large number of clients$$ portfolios. Your task is to develop a program that determines the optimal allocation of assets in a given investment portfolio.

The portfolio consists of N different assets, each with an associated expected return and risk level. Your program should take as input the expected return and risk of each asset, along with the total investment amount available. The goal is to find the allocation of assets that maximizes the portfolio$$s expected return while keeping the risk within a specified tolerance level.

Your program should solve this problem using two different algorithm paradigms: Brute Force and Dynamic Programming.

Project Part $1$: Brute Force Approach

Implement a brute force algorithm to exhaustively search all possible asset allocations within the given investment amount. Evaluate the return and risk of each allocation and find the one that maximizes the expected return while keeping the risk within the specified tolerance level.