Extended problem description
In addition to the data considered so far (see table in Chapter 2), the investor now also has at hand the estimations of the deviations from the expected return per share (Table Estimated deviations). This additional information enables him to run the LP model with different limits on the portion of high-risk shares and to represent the results as a graph, plotting the resulting total return against the deviation as a measure of risk.
| Number | Description | Deviation |
|---|---|---|
| 1 | treasury | 0.1 |
| 2 | hardware | 19 |
| 3 | theater | 28 |
| 4 | telecom | 22 |
| 5 | brewery | 4 |
| 6 | highways | 3.5 |
| 7 | cars | 5 |
| 8 | bank | 0.5 |
| 9 | software | 25 |
| 10 | electronics | 16 |
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