A company ABC is going to manage an investment portfolio over a 6-year time horizon. It begins with $1000, and at various times it can invest in one…

A company ABC is going to manage an investment portfolio over a 6-year time horizon. It begins with $1000,

and at various times it can invest in one or more of the following:

Savings account X, annual yield 5%.

Security Y, 2-year maturity, total yield 12% if bought now, 11% thereafter.

Security Z, 3-year maturity, total yield 18%.

Security W, 4-year maturity, total yield 24%.

The company can make savings deposits or withdrawals anytime. ABC can buy Security Y any year but year 3. It can buy

Security Z anytime after the first year. Security W, now available, is a one-time opportunity

The objective is to maximize final yield, thus Linear Programming equations are:

max v

subject .to.

x1 + y1 + w1 = 1000

x2 + y2 + z2 = 1:05×1

x3 + z3 = 1:05×2 + 1:12y1

x4 + y4 + z4 = 1:05×3 + 1:11y2

x5 + y5 = 1:05×4+ 1:18z2+ 1:24w1

x6 = 1:05×5 + 1:11y4 + 1:18z3

v = 1:05×6 + 1:11y5 + 1:18z4;

xt; yt; zt; wt >/= 0

Model the above problem in exce

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