Mulenga Chishala now has $100. The following investments are available at the beginning of each of the next five years:
Investment A: Every dollar invested yields $0.10 a year from now and $1.30 three years after the original investment, a total of $1.40.
Investment B: Every dollar invested yields $1.35 two years later.
Investment C: Every dollar invested yields $0.45 at the end of each of the following three years, a total return of $1.35 during each year.
Uninvested cash can be placed in money market funds, which yield 6% interest per year. At most $50 may be placed in an investment in any one year. It is permitted, for example, to invest $50 in A during two consecutive years, so that we have invested a total of more than $50 in A at some point in time. This restriction limits only the size of each investment in A.
Formulate an LP to maximize my cash on hand five years from now. (10 Marks)