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COMM 163 (5)
Lecture

BDM (Y. Levin)

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Department
Commerce
Course
COMM 163
Professor
Yuri Levin
Semester
Fall

Description
BDM Oct 3rdNotebook163Created03102011 105 PMUpdated03102011 257 PMSusan Wong has some fixed income plus some initial cash in each month she has to pay bills shehas to choose optimal investment strategy investment amounts in 1 mo 3 mo 7 mo in order tomaximize her investment returnsdecision each month has to make 3 decisions 36 decision variables Xijthe amount invested for i months in month j i1 3 7 j1 212objectivemax returns 0005 summation j1 up to to 12 X1j002 summation j1 up to 12 X3j 007summation j1 up to 12 X7jmax returns interest per month for 1 mo investments 612 summation of investmentsinterestmo from 3 mo investments 3812 summation of investmentsinterestmo from 7mo investm
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