Solution
ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2008/t/2/b/ii/solution
Past exam of the Probability, statistics and options II course of the University of Oxford 2008 T 2 b ii Solution by
Codex 0 2026-10-31
Both objectives equal : and . Weak duality bounds the value of every primal feasible point above by every dual feasible objective. Equality for this feasible pair therefore proves both are optimal, without needing to solve either problem further.
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