FE501 – OMF2Ex

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FE501 – OMF2ExQuestionsExample 2.1 （Fund allocation）Example 2.2 (bond allocation)Exercise 2.1Exercise 2.2Exercise 2.3 (free variable)Exercise 2.4 (unbounded, infeasible)Example 3.1 (Bond dedication)Example 3.3 (short-term financing)Arbitrafe in FXExample 8.1 (capital budgeting)Example 8.2 (project selection)Example 9.1 (lockbox)Q&AExample 2.1 （Fund allocation）Example 2.2 (bond allocation)Exercise 2.1Exercise 2.2Exercise 2.3 (free variable)Exercise 2.4 (unbounded, infeasible)Example 3.1 (Bond dedication)Sensitivity AnalysisExample 3.3 (short-term financing)Arbitrage in FXExample 8.1 (capital budgeting)Example 8.2 (project selection)Example 9.1 (lockbox)External

Questions

Example 2.1 （Fund allocation）

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Example 2.2 (bond allocation)

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Exercise 2.1

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Exercise 2.2

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Exercise 2.3 (free variable)

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Exercise 2.4 (unbounded, infeasible)

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Example 3.1 (Bond dedication)

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Example 3.3 (short-term financing)

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Arbitrafe in FX

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Example 8.1 (capital budgeting)

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Example 8.2 (project selection)

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Example 9.1 (lockbox)

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Q&A

Example 2.1 （Fund allocation）

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Excel File

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Example 2.2 (bond allocation)

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Answer

Exercise 2.1

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Exercise 2.2

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Exercise 2.3 (free variable)

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Exercise 2.4 (unbounded, infeasible)

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CleanShot 2022-11-05 at 13.03.11

 

Example 3.1 (Bond dedication)

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Excel File

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CleanShot 2022-11-05 at 18.33.44

Sensitivity Analysis

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Example 3.3 (short-term financing)

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Excel File

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Arbitrage in FX

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Example 8.1 (capital budgeting)

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Add new constraint : If Investment 2 is made then Investment 4 must also be made

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Add new constraint : If Investment 1 is made then Investment 3 must NOT be made

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Example 8.2 (project selection)

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(b)

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Example 9.1 (lockbox)

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External

https://www.it.uu.se/edu/course/homepage/opt1/ht02index.html

https://ibs.bfsu.edu.cn/chenxi/LinearProgramming.pdf