Project: Portfolio Selection · A Toy Market

Lesson 3

Nikolai Chukhin · Alexander S. Kulikov

For the score model, stock \(i\) has price \(p_{i}\) and score \(r_{i}\). At first, we allow at most one share of each stock, so a portfolio is just a subset of stocks. Consider the following toy market.

Suppose our budget is \(10\). A portfolio is feasible if the sum of selected prices is at most \(10\).

Problem. How many portfolios have price exactly \(10\)?

5 points