! Keywords: Accounting / Banking / Bonds / Break Even Point / Downside Risk / Financial / Forecasting / Marketing / Portfolio / Taxes / Uncertainty;
MAX     Z
SUBJECT TO
    ! Cash flow constraints, including the 50% tax usage;
 2)   3000 F + 2000 M + 2000 D - B1 + L1 + 0.5 P1 =     2000
 3)   1000 F + 500 M + 2000 D + 1.035 B1 - 1.03 L1 - B2 + L2
    + 0.5 P2 =    500
 4)   1800 F - 1500 M + 1800 D + 1.035 B2 - 1.03 L2 - B3 + L3
    + 0.5 P3 =    400
 5) - 400 F - 1500 M - 1000 D + 1.035 B3 - 1.03 L3 - B4 + L4
    + 0.5 P4 =    380
 6) - 1800 F - 1500 M - 1000 D + 1.035 B4 - 1.03 L4 - B5 + L5
    + 0.5 P5 =    360
 7) - 1800 F - 200 M - 1000 D + 1.035 B5 - 1.03 L5 - B6 + L6
    + 0.5 P6 =    340
 8)    Z - 5500 F + 1000 M - 6000 D + 1.035 B6 - 1.03 L6
    + 0.5 P7 =    300
    ! The borrowing limits;
 9)    B1 <=   2000
10)    B2 <=   2000
11)    B3 <=   2000
12)    B4 <=   2000
13)    B5 <=   2000
14)    B6 <=   2000
! The investing limits; 
15)    F <=    1
16) M <=    1
17)    D <=    1
    ! Taxable Profit-Loss for each period;
18)   100 F + 200 M + 150 D + P1 - C1 =    0
19)   300 F + 400 M + 200 D + 0.035 B1 - 0.03 L1 + P2 + 0.8 C1
    - C2    =     100
20)   600 F + 200 M + 300 D + 0.035 B2 - 0.03 L2 + P3 + 0.8 C2
    - C3    =      80
21)   100 F - 500 M + 200 D + 0.035 B3 - 0.03 L3 + P4 + 0.8 C3
    - C4    =      76
22) -  500 F - 1000 M - 500 D + 0.035 B4 - 0.03 L4 + P5 + 0.8 C4
    - C5    =      72
23)-  1000 F - 100 M - 800 D + 0.035 B5 - 0.03 L5 + P6 + 0.8 C5
   - C6    =      68
24)-  4000 F + 1000 M - 5000 D + 0.035 B6 - 0.03 L6 + P7 
   + 0.8 C6 - C7 =    60
END