Problem:
A company has six different opportunities to invest money. Each opportunity requires a certain investment over a period of 6 years or less. The company wants to invest in those opportunities that maximize the combined Net Present Value. It also has an investment budget that needs to be met for each year. We assume that it is possible to invest partially in an opportunity. For instance, if the company decides to invest 50% of the required amount in an opportunity, the return will also be 50%. How should the company invest?