Question: Write the GAMS code of the given mathematical model. Answer the following questions. 1 . What are the optimum Z value and decision variable values?
Write the GAMS code of the given mathematical model.
Answer the following questions.
What are the optimum Z value and decision variable values?
For Z xxxxxsss specify the values separately
Which ones of the constraints isare binding? Which isare nonbinding? Why?
What are the shadow prices for all constraints? What do they mean for this model? Specify one by one.
What are the reduced costs for all variables? What do they mean for the model? Specify one by one.
If the investment budget was $instead of $ would the current optimal basic solution change? Why? If the current optimal basic solution changes, what are the new values?
If Finco can earn interest at instead of per year by keeping uninvested cash in money market funds? Why? If the current optimal basic solution changes, what are the new values?
If $ invested in investment C required again a $ cash outflow at time but returned $ at time would the current optimal basic solution change? Why? If the current optimal basic solution changes, what are the new values?
If there is a th investment opportunity and the cash flow is: $ invested in investment F required a $ cash outflow at time and returned $ at time should Finco invest money on investment F Finco Investment Corporation must determine an investment strategy for the firm during the next three years. Currently time $ is available for investment. Investments A B C D and E are available. The cash flow associated with investing $ in each investment is given in Table.
For example, $ invested in investment B requires a $ cash outflow at time and returns at time and $ at time To ensure that the companys portfolio is diversified, Finco requires that at most $ be placed in any single investment. In addition to investments AE Finco can earn interest at per year by keeping uninvested cash in money market funds. Returns from investments may be immediately reinvested. For example, the positive cash flow received from investment C at time may immediately be reinvested in investment B Finco cannot borrow funds, so the cash available for investment at any time is limited to cash on hand. Formulate an LP that will maximize cash on hand at time
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