ECON3107 Economics of Finance
Assignment 1
ID Name
Q1a) The expected return for fund Y can be given by1:
general formula (symbols)=explicit answer(numbers)
b) Fund {·} is the most appropriate investment, because...
Q2a)
b)
Appendix I: Collective Python Code
Q1a)(example, not actual code)
import numpy as np
import scipy
from scipy.optimize import linprog
Q =np.array([[-20,-43],
[-20,-28],
[-20,-28]])
c = np.array([-40,-30,-20])
ps = np.array([19,35])
n = linprog(ps, Q, c)
print(n.x)
print(n.fun)
Appendix II: Reference (optional)
1please refer to Appendix I for Python code