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Exchange rates: $ € £ ¥ KD

$ 1 0.86 0.72 113.97 0.3


€ 1.17 1 0.84 132.9 0.35
£ 1.38 1.18 1 157.21 0.41
¥ 0.008774 0.007524 0.006 1 0.003
KD 3.31 3.07 2.66 377.65 1

Solution xij $ € £ ¥ KD Amt out Amt in


$ 0 5 0 1.754848 5 11.75485 6.754848
€ 3 0 0 0 3 6 11.49546
£ 2.351339 1.596661 0 0 3.5 7.448 7.448
¥ 0 100 0 0 100 200 200
KD 0 1.485 2.8 0 0 4.285 4.285
Amt in 6.754848 11.49546 7.448 200 4.285
Rate of return=

Transactions limit $ € £ ¥ KD
$ 5 5 5 5 5
€ 3 3 3 3 3
£ 3.5 3.5 3.5 3.5 3.5
¥ 100 100 100 100 100
KD 2.8 2.8 2.8 2.8 2.8
Initial Objective Constrs.
I y out-in=0
5 0 5.710987239E-12 = 0
0 5.495455 -5.63584734E-10 = 0
0 0 9.777956222E-12 = 0
0 0 0 = 0
0 0 0 = 0

-100.0000% Result
$= 0
€= 6.429683
£= 0
¥= 0
KD = 0

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