How much should the company invest in risky assets/Computer Science
A company has initial wealth W and would like to invest this to get maximum returns. It can get higher returns (rr ) if it invests in risky assets, but the return is not guaranteed. A return (rs ) is guaranteed if it invests in safe assets. How much should the company invest in risky assets (R), to maximize its wealth at the end of a stipulated period? Formulate the objective function for the optimization problem.
