哈特風(fēng)險(xiǎn)基金v1

哈特風(fēng)險(xiǎn)基金哈特風(fēng)險(xiǎn)基金（HVC）為運(yùn)算機(jī)軟件和互聯(lián)網(wǎng)的應(yīng)用提供風(fēng)險(xiǎn)資金。目前HVC公司有兩個(gè)投資機(jī)遇：1.平安系統(tǒng)，一家公司需要更多的資金用于開(kāi)發(fā)互聯(lián)網(wǎng)的平安軟件；2,市場(chǎng)分析，一家市場(chǎng)調(diào)查公司需要更多的資金用于開(kāi)發(fā)一套能夠?qū)︻櫩椭幸舛日{(diào)查的軟件系統(tǒng)。作為與平安系統(tǒng)公司的互換，HVC必需在接下來(lái)的3年的第1年提供600000美元，第2年提供600000美元，第3年提供250000美元。作為與市場(chǎng)分析公司的互換，市場(chǎng)分析公司要求HVC公司3年內(nèi)第1年提供500000美元，第2年提供350000美元，第3年提供400000美元。HVC公司以為這兩項(xiàng)投資都是值得嘗試的。可是，由于其他的投資，公司只能在第1年共投資800000美元，第2年投資700000美元，第3年投資500000美元。HVC的金融分析小組對(duì)這兩項(xiàng)打算進(jìn)行了調(diào)查，建議公司的目標(biāo)應(yīng)是追求總投資利潤(rùn)凈現(xiàn)值最大化。凈現(xiàn)值應(yīng)考慮3年后兩家公司的股票價(jià)值和3年內(nèi)的資金流出量。按8%的回報(bào)率計(jì)算，HVC的財(cái)務(wù)分析小組估量，若是對(duì)平安系統(tǒng)公司進(jìn)行100%的投資，凈現(xiàn)值應(yīng)該是1800000美元；對(duì)市場(chǎng)分析公司進(jìn)行100%的投資，凈現(xiàn)值應(yīng)該是1600000美元。HVC有權(quán)對(duì)平安系統(tǒng)公司和市場(chǎng)分析公司投入任何比例的資金。比如，若是HVC對(duì)平安系統(tǒng)公司投入40%的資金，那么第1年就需要0.40x600000=240000（美元），第二年就需要0.40x600000=2400000（美元），第3年需要0.40x250000=100000（美元）。在這種情形下，凈利潤(rùn)的值確實(shí)是0.40x1800000=720000（美元）。對(duì)市場(chǎng)分析公司的投資計(jì)算方式相同。治理報(bào)告對(duì)HVC公司的投資問(wèn)題進(jìn)行分析，預(yù)備一個(gè)報(bào)告展現(xiàn)你的建議和結(jié)論，包括如下內(nèi)容（不僅限于此）：(1)這兩種投資各應(yīng)該占多大的比例？總投資的凈現(xiàn)值是多少？⑵接下來(lái)3年的為兩個(gè)公司的資金分派打算是什么？HVC每一年投資的總額是多少？⑶若是HVC公司情愿在第1年追加100000美元投資，會(huì)對(duì)投資打算產(chǎn)生什么阻礙？(4)制定追加100000美元投資以后的投資分派打算。⑸你是不是建議公司第1年再追回投資100000美元。在報(bào)告的附錄中應(yīng)該包括線性計(jì)劃和圖形的解。模型：(1)設(shè)對(duì)平安系統(tǒng)公司的投入x1，對(duì)市場(chǎng)分析公司的投入為x2目標(biāo)函數(shù)為1800000x1+1600000x2約束條件：0<=x1<=10<=x2<=1600000x1+500000x2<=800000600000x1+350000x2<=700000250000x1+400000x2<=500000利用WinQSB求解Variable—>X1X2DirectionR.H.S.Maximize18900001G00000C1600110。5000GG<=GZEflOROC3500^'J<=7Q0a(：i：ca2期00<=50UQOOLowB^^und0DU口口eiBuundT1ContinuousContinuous

12:57:30Monda^March182^13in■■■■■■■■■■■■■■■■■■■■■■■■Dectsi.inVaisdbleS^luNanValueUnit匚口演orProfitc(j)ToialContributionReducedCostHa^isStatusAllowableMin.c(j)AllowableMak.c(j]1XI0.60871^00,000.0000L095X52.00000basicL0Q0,000.00001,920,000.00002X2086961,600.0CO.OO(J{JL331,304T30G0basicL50U,0l)9.00Un2田阻。臉（WODObjectiveFunction[Max.)=乙436,9511】。。。ConstraintLeftHandSideDirectionRightHandSideSlackorSurplusShadowPriceAllowableMin.RHBAlruwable_MaK.RHS_1CT<=900.000.000002.782G7如』段_幽00822,950.80002C2669,565.2000＜二700,000.000030,434.78000669,565.2000M3匚35DD.ono.ODD。<=5(-fJj3OO.Q00OG0.52174G1J11.n?00525.oao.ooao由求解可知：平安系統(tǒng)的投資為60.87%,市場(chǎng)分析公司的86.96%能夠達(dá)到凈現(xiàn)值的最大值2486957美元。(2)第一年第二年第三年安全系統(tǒng)365220365220152175市場(chǎng)分析434800304360347840實(shí)際總投入800020669580500015投入上限800000700000500000Variable->XIX2DirecltcnR.HEMaximize18000001朋邢JDOC16面麗砌60g<=900090GZ6R00C035口。潢I—『000D。C32500^；；5000GOLovre[Bound0口UpperBuund1VariableT^peContinuousContinuous

13:CH:072013-3-1813:01:07下午2013-3-1813:01.07下午2013-3-1813:01:07下午2B13-3-1813:01：decisionVariableSolutionValueUnitC^stoiPicfitc(j]TotalContributionHeducedCentBasisStatus1X10.GS851,830WO.GuU31,239.34.4.0(1001)basic2X2□Big?i,Gau,o(;o.ooa&1f311375.0n000basicObjectiveFunction[Max]=2.55fl.820.r：(10nConstraintLeftHandSideDi-HonFlightH.andSideSlack□rSurplusShadowPrice1C1822,950.800?)<=900.000.000077,049.18^02C2700,cni?.000t)<=孤注0。。DD。；：o2.U3843C3500,00fJ.000?<=朝麗口一口口曲U2.1G39由求解可知：平安系統(tǒng)的投資為68.85%,市場(chǎng)分析公司的81.97%能夠達(dá)到凈現(xiàn)值的最大值2550820美元。第一年第二年第三年安全系統(tǒng)413100413100172125市場(chǎng)分析409850286895327880實(shí)際總投入822950699995500005投入上限900000700000500000⑷分析原始投資模型如下12:57:30M口nd前March1S2^13III■■■■■■■■■■■■■■■■■■■■■■■■■■■■■Deccsi.inSduHonUnitCostorToialReduced^asisAllowableAllowableVaridblaValueProfitc(i)ContributionCastStatusMin.c(j)Max.c(j]1Xi0.60071^00,000.00001,095,652.加叩0basicL0GD.000.0n001,920,000.00002118696LBDD.dUD閱(JD1與31.3。4一。。由；0basic1.500,000.00002田阻D臉ODD。ObjectiveFunc^on[Max]=2.48S,957.l)(；03.iLeftHandHiqhtHandSlackShadowAltowabteAllowableConstraintSideDir^ctivnSideorSurpki菩PriceMin.RH5_Man.RHS_1□3。力「DDtLODDD<=900,0^0.000002.782G740r00cl.a000822,950.00002C2669,565.2000<=700,000.001?03X434.78nn0669,565.ZP0OM3,——E500.030.0030<=5CfJ.OOO.OOtWD052174S1J11.U?00525,000.(^00分派到第一年22950.8美元，第三年25000美元Vaiiable->KIX2|DirectionR.H.S.Maximizeleoonno1GOOOfJOCl600000500000<=儂550.8C2G000003500U0<=700000C3250001J400000<=525000LowerBound口! olippednund11VariableTjFpeContinuous：Continuous13二至36I 2013-3-1813:20:35下午2013-3-1813:20:35下午2013-3-181320:35下午2013-3-1813:20:351:bccisioniiVariable：!■ 二.….二 SolutionValueUnit匚日stdiProfitc(j)TotalContributionHeduc&d匚。就BasisStatus1X1IL60291N0D.DD。一OCDD1JjR5.014.000002X20.92581,6叫】DO-UDDD1,494215.Ubas：icObjectiveFunction(Max.)=2,582,228.0000Cunsh.aintLeFtHandSideDfrecticnRightHandSideSlackorSurplusShadowPrice1宙;829,550.808^<=829,55G.8(i!)0口2.78262瞪689JSS.90nP<=700.000.0900ID.813.06Q00aC3525,00i).00{10<=525J500.m0調(diào)0.5217調(diào)整模型Variable->X1X2DirectionR.H.S.Mauimizeleooooo1GOOOOOC1GODO00500000<=837704.9C2600000350000<=700000C3250000400000<=537312.8LowerBound0°UpperBound1VariableT^peContinuousContinuous13:37:562013-3-1813:37:55下午2013-3-1813:37:55下午2013-3-1813:37:55下午2B13-3-1813:37:55",DecisionVariableSolutionValueUnit匚町裝t「1Profitc(j)TotalContributionHeducedCostBasisStatus1X1Q.577G1聲此口國(guó)。［］匹1.039.704.00001)basic2X20.9823i,soo,os：o.ooaO1.571.638.0^000basicObjectiveFunGtion[Man]=2.61L342m郵ConstraintLeftHandSideDirectionRightH4ndSideSlack□rSurplusShadowPriceC1C2837,704.900(1<=837704.90(1002.78262690.3阻8則<=700,000.00003,636.171003C353A312.BC0^<=53r312SOr^U0.5217再調(diào)整

Variable->X1X2DirectionR.H.S.MaHimizeisoooao1GOOOOOClGOO000500000<=044971.5C2600000350000<=700000C3250000400000<=540710.4LowerBound00 iUpperBound11VariableTvpeContinuousContinuous13:41:192U1M3-181工41:19下午2013-3-1813:41.19T^F2D13-3-1813:41:19T^F-2013-3-1813:41:19"：decisionVariableSolutionValueUnitC^st-uPi誕讓c(j]TotalContributiondeducedCostBasisStatus1X1OBQm1,8(10,ooo.rwa1,a58.G1O.lK)0OI]basic2X20.98421,600,000.00001574725.00000basicOb|ectiveFunction(Max.)=2用工2351口然ConstraintLeftHandSideDi<ec：tionRightH-^ndSideShekorSurplusShadowP<ac&1C184m.5D0D<=844,971.50(;C(02.78262C2697,341.100^<=700.0ij(JSOdCl2X50.957003C3540,710.4000<=540710.4000U0.5217Variable->X1X2DirectionR.H.5.MaKimizeiQoooao1GOOOOOClGOOOOO500000＜二04G97G.GC2GOOOOO350000<=700000C3250000400000<=543738.1LowerBound□口UpperBound11VariableTypeContinuousContinuous：13:49:012013-3-1813:49:01下午2013-3-1813:49:01下午2013-3-1813:49:01下午2013-3-1813:49:01-DecisionVariableSolutionValueUnitCostorProfitc(j)TotalContributior)ReducedCostBasisStatus1X10.5813LSOO,000.00001,047,468.00000basic2xz□9956L600,000.00001,593.0Z6.00000basicObiectiveFunction[Max]=2,&40.494.0000ConstraintLeftHandSideDirectionFlightHandSideSlackorSurplusShadowPrice1C1S4G,97G.GOOO<=S4Gr97G.G00002.7S2G2CZG97,630.4000<=700,000.00002,369.530003C3543.738.1000<=543738.100000.5217Variable->X1X2DirectionR.H.S.MaKimize1GOOOOO1GOOOOOClGOOOOO500000<=B487G3.5C2600000350000<=700000C3250000400000<=544573.6LowerBound□。UpperBound11VariableTypeContinuousContinuous13:51二122013-3-1813二51:12下午2013-3-1813:51:122013-3-1813:51:12下午2013-3-1813:51:121DecisionVariableSolutionValueUnitCostorProfitc(i)TotalContributionReducedCostBasisStatus[X10.58451,800JOO.00001,052,117.00000basic2_X20.99611,600,000.00001,593,78500000ba^icObjectiveFunction(Max.)=2,645,902.00007ConstraintLeftHandSideDireclionRightHandSideSlackorSurplusShadowPriceC1848763.4000<=848.763.500002.78262C2699,346.1000<=700.000.0000653.847803C3544萬(wàn)73.6000<=54<573,600000.5217Variable->X1X2DirectionR.H.S.Maximize18000001600000Cl600000500000<=849256.6C2600000350000<=700000C3250000400000<=5453181LowerBound0oUpperBound11VariableTjipeContinuousContinuous13:53:082013-3-1813:53:08下午2013-3-1813:53:08下午12013-3-1813:53:08下午2013-3-1813:53:08DecisionVariableSolutionValueUnitCostorProfitc[ijTotalContributionReducedCostBasis：Status1X10.58301,800,000.00001,049,378.00000basic2X20.9989k600.000.00001.598,285.00000basicObjectiveFunction(Max]=2.647,663.0000ConstraintLeftHandSideDirectionRightHandSideSlackorSurplusShadowPrice1C1849,256.6000<=849,256.600002.78262C2699,417.4000<=700,000.0000582.573403C3545J18.1000<=545,318.100000.5217Variable->X1X2DirectionR.H.S.Maximize18000001GOOOOOC1600000500000<=849645.9C2600000350000<=700000C3250000400000<=545523.6LowerBound00UpperBound11VariableTypeContinuousContinuous

13二54:462013-3-1813:54:46下午2013-3-1813:54:46下午12013-3-1813:54:46下午2013-3-1813:54:46DecisionVariableSolutionValueUnitCostorProfitc(j)TotalContributionReducedCostBasisStatus1X10.58341,800,000.00001,050,207.00000basic2_X20.99921.600,000.00001.598,646.00000basicObjectiveFunction—(Max]=2.648,853.0000—ConstraintLeftHandSideDirectionRightHandSideSlackorSurplusShadowPrice1ci849,645.9000<=849,645.900002.78262C2699772.8000<=700,000.0000227.220103C3545,523.GOOD<=545,523.GOOD00.5217Variable->xiX2DirectionR.H.S.Maximize18000001GOOOOOC1600000500000<=849817.3C2600000350000<=700000C3250000400000<=545685.8LowerBound00UpperBound1VariableTypeContinuousContinuous13:57:032013-3-1813:57:02下午2013-3-1813:57:02下午201331813:57:02下午2013-3-1813:57:02DecisionVariableSolutionValueUnitCostorProfitc(i)TotalContribution—ReducedCostBasisStatus—1X10.58331,800,000.00001,050,011.00000basic2_X20.99961.600,000.00001.599404.00000basicObjectiveFunction(Max.)=2.649,415.0000ConstraintLeftHandSideDirectionRightHandSideSlackorSurplusShadowPrice1C1849,817.3000<=849,817.300002.78262C2699,873.2000<=700,000.0000126.808403C3545,685.8000<=545,685.800000.5217Variable->xiX2DirectionR.H.S.Maximize18000001GOOOOOC1600000500000<=849912.9C2600000—350000<=—一700000C3250000400000<=545757.2LowerBound00UpperBound11Variable!ypeContinuousContinuous13:59:432013-3-1813:59:42下午2Q13-3-1813:59:42下午2013-3-1813:59:42下午2013-3-1813:59:421:Decision\Vari-able\SolutionValueUnitCostorProfitc(i)TotdlContributionReducedCostBasisStatusXI0.50341,800.000.00001,050,051.00000basic20b|ectiveConstr-aint0.99981,600.000.00001.539,667.00000basicFunction(Max.)=2,G49,718.0000LeftHandSide;DirectionRightHandSideSlackorSurplusShadowPriceCl849,912.3000<=849,912.900002.78262C2G99r944.1000<=700,000.000055.942903C3 545,757.20001 <= 545,757.2000 0 0.5217此處省略n多步重OOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOO復(fù)Variable->X1X2DirectionR.H.S.Mauimize19000001GO000DClgooooo500000<=950000C2600000350000<=700000C3250000400000<=550000LowerBound0: 0 UpperBound11VariableTypeContinuous：Continuous14:^5:232R13-3-1e14:05:22下午2013-3-1814;05:22下午2013-3-1814:05:22下午2013-3-1814:^5:221DecisionVariableSolutionValueUnitCostorProfitTot.alContributionHeducedCoitStatus10.58331,8GO0G.0U!)01,[!50,[fOO.QlfOGDbasic2X21篇油；1,60000.00001,600,000.0000DteasecbiectiveFunction(Max.)=2.650,[f0a.ai}05ConstraintLeftHandSid