An investor is developing a portfolio of stocks. She has identified 3 stocks in which to invest. She wants to earn at least 5% return but with minimum risk. Let:
P_i = proportion of total funds invested in stock i

\sigma

_i² = variance of stock i

\sigma

_ij = covariance between stocks i and j.R_i = average return on stock i
What is the objective function for the NLP formulation of this problem?
A) $An investor is developing a portfolio of stocks. She has identified 3 stocks in which to invest. She wants to earn at least 5% return but with minimum risk. Let: Pi = proportion of total funds invested in stock i \sigma i2 = variance of stock i \sigma ij = covariance between stocks i and j.Ri = average return on stock i What is the objective function for the NLP formulation of this problem? A) B) C) D)$
B) $An investor is developing a portfolio of stocks. She has identified 3 stocks in which to invest. She wants to earn at least 5% return but with minimum risk. Let: Pi = proportion of total funds invested in stock i \sigma i2 = variance of stock i \sigma ij = covariance between stocks i and j.Ri = average return on stock i What is the objective function for the NLP formulation of this problem? A) B) C) D)$
C) $An investor is developing a portfolio of stocks. She has identified 3 stocks in which to invest. She wants to earn at least 5% return but with minimum risk. Let: Pi = proportion of total funds invested in stock i \sigma i2 = variance of stock i \sigma ij = covariance between stocks i and j.Ri = average return on stock i What is the objective function for the NLP formulation of this problem? A) B) C) D)$
D) $An investor is developing a portfolio of stocks. She has identified 3 stocks in which to invest. She wants to earn at least 5% return but with minimum risk. Let: Pi = proportion of total funds invested in stock i \sigma i2 = variance of stock i \sigma ij = covariance between stocks i and j.Ri = average return on stock i What is the objective function for the NLP formulation of this problem? A) B) C) D)$

An Investor Is Developing a Portfolio of Stocks

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