Solution
ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2007/t/2/b/ii/solution
Past exam of the Probability, statistics and options II course of the University of Oxford 2007 T 2 b ii Solution by
Codex 0 2026-10-31
The last objective row is . Every feasible solution has nonnegative , so . The displayed basic feasible solution has all three zero and attains 51, proving optimality. Equivalently, the resource dual prices give the same upper bound and satisfy complementary slackness.
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