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Portfolio Selection problem

International City Trust (ICT) is a New York based Investment firm which invests
in trade credits, corporate bonds, precious metal stocks, mortgage-backed
securities and construction loans. Mr. Robert Frost is the fund manager who has
got $5 million for immediate investment and wishes to maximize the interest
earned on the investment over the next year. The specifics of the specific
investment possibilities are as follows:
Investment Interest earned Risk Score
Trade Credits 7% 1.7
Corporate bonds 10% 1.2
Gold stocks 19% 3.7
Platinum stocks 12% 2.4
Mortgage securities 8% 2.0
Construction loans 14% 2.9

After 2008 financial crisis the board of directors has put several limits on its fund
managers on their investment choices and to encourage diversified portfolio,
which are as follows : (1) No more than 25% of the total amount invested may be
in any single type of investment, (2) at least 30% of the funds invested must be in
precious metals, (3) at least 45% must be invested in trade credits and corporate
bonds, and (4) the average risk score of the total investment must be 2 or less.

What should be the optimal portfolio distribution keeping in mind all these
restrictions?

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