各位朋友,我遇到这么一个题目,自己花了好多时间也没有思路,马上就要交作业了,请问有谁对这方面比较了解的会做吗?要是谁愿意帮助我,我可以付酬劳。
Each day, customers at the University branch of the Mid-City Bank deposit on average £40,000 more cash than they withdraw.
This amount can be assumed to have a Normal distribution with a standard deviation of £5,000.
This cash does not earn interest for the bank until it is transferred to the Central Reserve.
Each transfer costs £500, no matter how much is transferred.
Transferred cash earns 5% a year.
The bank wants to set a fixed limit on the amount of cash which is allowed to accumulate in the University branch. This will be a multiple of £10,000. As soon as this limit is reached (or exceeded) a transfer to the Central Reserve then takes place.
You have been asked to determine what value should be chosen for this fixed limit in order to maximise the bank’s income.
You should make the following assumptions:
a)
a)
Let each time period denote a single day.
b)
Transfers take place at the end of each day.
c)
Interest is calculated on the amount of cash that is in the Central Reserve Bank at the beginning of the day (before the day’s transfers have been made).
d)
Interest is compounded.
Use @Risk to calculate your answers