Integrantes:

Mantilla Tello, Freddy

Meja Delgado, Cesar
Plasencia Nuez, Cristian
Revilla Rodrguez, David
Ruiz de la Cruz, Gabriela

Pregunta 1
1998
Vencimiento

Tasa Cupn (%) Inters Total

inters total

250000

2000

3%

7500

15000

425000

2001

4,50%

19125

57375

1025000

2002

4,75%

48687,5

194750

1050000

2003

4,50%

47250

236250

1100000

2004

4,50%

49500

297000

1150000

2005

4,50%

51750

362250
1 162 625

Pregunta 2

tasa
vencimiento

cupn (%)

pago

V. nominal

Inters total

2000

4,25%

255000

250000

2*10625=21250

2000

4,50%

256000

250000

2*11250=22500

Pregunta 3

Ao

1998

258000

1999

5%*250000= 12500

2000

250 000+12 500=

258000=12500/(1+i)+250000/(1+i)2
I%= 3,32% anual

Pregunta 4
Variables de Decisin:
IP = Cantidad de dinero de inters a pagar.
B = Cantidad de dinero en bonificacin.
DR = Cantidad de dinero recibido por la venta de bonos.
Yij = 1 En el ao i(i= 2000,2001,2002,2003,2004,2005=1,2,3,4,5,6) se paga la
tasa de inters j(j=3%, 3.25%, 3.5%, 3.75%, 4%, 4.25%, 4.5%,4.75%,5% =
1,2,3,4,5,6,7,8,9)
0 No se paga la tasa de inters.
Ti= Tasa de inters i(i=%, 3.25%, 3.5%, 3.75%, 4%, 4.25%,4.5%,4.75%,
5%=1,2,3,4,5,6,7,8,9) a usar.

MIN=IP-B;

IP=(2*250*(0.03*y11+0.0325*y12+0.035*y13+0.0375*y14+0.04*y15+0.0425*y16+0.045*y17+0.047
5*y18+0.05*y19)+3*425*(0.03*y21+0.0325*y22+0.035*y23+0.0375*y24+0.04*y25+0.0425*y26+0.0
45*y27+0.0475*y28+0.05*y29)+4*1025*(0.03*y31+0.0325*y32+0.035*y33+0.0375*y34+0.04*y35+
0.0425*y36+0.045*y37+0.0475*y38+0.05*y39)+5*1050*(0.03*y41+0.0325*y42+0.035*y43+0.0375*
y44+0.04*y45+0.0425*y46+0.045*y47+0.0475*y48+0.05*y49)+6*1100*(0.03*y51+0.0325*y52+0.03
5*y53+0.0375*y54+0.04*y55+0.0425*y56+0.045*y57+0.0475*y58+0.05*y59)+7*1150*(0.03*y61+0.
0325*y62+0.035*y63+0.0375*y64+0.04*y65+0.0425*y66+0.045*y67+0.0475*y68+0.05*y69))*1000;
DR=(245*y11+418*y21+1015*y31+1040*y41+1080*y51+1130*y61+248*y12+422*y22+1016*y32+1
042*y42+1084*y52+1135*y62+250*y13+423*y23+1017*y33+1044*y43+1085*y53+1140*y63+251*
y14+424*y24+1025*y34+1046*y44+1090*y54+1150*y64+253*y15+430*y25+1029*y35+1050*y45+
1095*y55+1155*y65+255*y16+435*y26+1035*y36+1055*y46+1096*y56+1160*y66+256*y17+437*
y27+1037*y37+1060*y47+1105*y57+1165*y67+257*y18+440*y28+1038*y38+1062*y48+1110*y58
+1170*y68+258*y19+441*y29+1040*y39+1065*y49+1115*y59+1175*y69)*1000;
B=DR-5040000;
y11+y12+y13+y14+y15+y16+y17+y18+y19=1;
y31+y32+y33+y34+y35+y36+y37+y38+y39=1;
y51+y52+y53+y54+y55+y56+y57+y58+y59=1;
y11+y21+y31+y41+y51+y61<=6*T1;
y13+y23+y33+y43+y53+y63<=6*T3;
y15+y25+y35+y45+y55+y65<=6*T5;
y17+y27+y37+y47+y57+y67<=6*T7;
y19+y29+y39+y49+y59+y69<=6*T9;

y21+y22+y23+y24+y25+y26+y27+y28+y29=1;
y41+y42+y43+y44+y45+y46+y47+y48+y49=1;
y61+y62+y63+y64+y65+y66+y67+y68+y69=1;
y12+y22+y32+y42+y52+y62<=6*T2;
y14+y24+y34+y44+y54+y64<=6*T4;
y16+y26+y36+y46+y56+y66<=6*T6;
y18+y28+y38+y48+y58+y68<=6*T8;
T1+T2+T3+T4+T5+T6+T7+T8+T9<=3;

Variable
IP
B
Y19
Y29
Y37
Y47
Y51
Y67
DR
T1
T7
T9

Value
1069750.
1000.000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
5041000.
1.000000
1.000000
1.000000

Reduced Cost
0.0000000E+00
0.0000000E+00
500.0000
2500.000
39500.00
58750.00
-28000.00
85750.00
0.0000000E+00
0.0000000E+00
0.0000000E+00
0.0000000E+00

Pregunta 6
Restriccin adicional
(0.03*y11+0.325*y12+0.035*y13+0.0375*y14+0.04*y15+0.0425*y16+0.045*y17+0.0475*y18
+0.05*y19)<=(0.03*y21+0.325*y22+0.035*y23+0.0375*y24+0.04*y25+0.0425*y26+0.045*y2
7+0.0475*y28+0.05*y29);
(0.03*y21+0.325*y22+0.035*y23+0.0375*y24+0.04*y25+0.0425*y26+0.045*y27+0.0475*y28
+0.05*y29)<=(0.03*y31+0.325*y32+0.035*y33+0.0375*y34+0.04*y35+0.0425*y36+0.045*y3
7+0.0475*y38+0.05*y39);

(0.03*y31+0.325*y32+0.035*y33+0.0375*y34+0.04*y35+0.0425*y36+0.045*y37+0.0475*y38
+0.05*y39)<=(0.03*y41+0.325*y42+0.035*y43+0.0375*y44+0.04*y45+0.0425*y46+0.045*y4
7+0.0475*y48+0.05*y49);
(0.03*y41+0.325*y42+0.035*y43+0.0375*y44+0.04*y45+0.0425*y46+0.045*y47+0.0475*y48
+0.05*y49)<=(0.03*y51+0.325*y52+0.035*y53+0.0375*y54+0.04*y55+0.0425*y56+0.045*y5
7+0.0475*y58+0.05*y59);
(0.03*y51+0.325*y52+0.035*y53+0.0375*y54+0.04*y55+0.0425*y56+0.045*y57+0.0475*y58
+0.05*y59)<=(0.03*y61+0.325*y62+0.035*y63+0.0376*y64+0.04*y65+0.0425*y66+0.045*y6
7+0.0475*y68+0.05*y69);

Variable
Value
IP
1115562.
B
1000.000
Y16
1.000000
Y26
1.000000
Y36
1.000000
Y46
1.000000
Y56
1.000000
Y67
1.000000
DR
5041000.
T6
1.000000
T7
1.000000
TI1
1.000000
TI2
1.000000
TI3
1.000000
TI4
1.000000
TI5
1.000000
TI6
1.000000

Reduced Cost
0.0000000E+00
0.0000000E+00
0.0000000E+00
-1166.667
31250.00
50625.00
66500.00
85750.00
0.0000000E+00
0.0000000E+00
0.0000000E+00
0.0000000E+00
0.0000000E+00
0.0000000E+00
0.0000000E+00
0.0000000E+00
0.0000000E+00

Pregunta 7
Restriccin adicional
T1+T6<=1;
T1+T7<=1;
T1+T8<=1;
T1+T9<=1;
T2+T7<=1;
T2+T8<=1;
T2+T9<=1;
T3+T8<=1,
T3+T9<=1;
T4+T9<=1;

Variable
Value
IP
1081062.
Y18
1.000000
Y28
1.000000
Y37
1.000000
Y44
1.000000
Y58
1.000000
Y64
1.000000
DR
5040000.
T4
1.000000
T7
1.000000
T8
1.000000

Reduced Cost
0.0000000E+00
0.0000000E+00
-6712.479
-6949.951
0.0000000E+00
0.5292892E-01
70500.05
0.0000000E+00
0.0000000E+00
95700.00
95700.00

Pregunta 9

Variable
IP
B
Y16
Y26
Y36
Y46
Y56
Y67
DR
T6
T7
T8

Value
Reduced Cost
1115562.
0.0000000E+00
1000.000
0.0000000E+00
1.000000
-398.6461
1.000000
-1028.070
1.000000
32495.12
1.000000
48602.28
1.000000
66500.00
1.000000
85750.00
5041000.
0.0000000E+00
1.000000
0.0000000E+00
1.000000
0.0000000E+00
1.000000
0.0000000E+00