Question: 2. Sheila earned a $72,500 bonus which she would like to invest in the stock market. She is planning to buy shares of AMI and

2. Sheila earned a $72,500 bonus which she would like to invest in the stock market. She is planning to buy shares of AMI and BCM. The expected annual return is $2.75 per share for AMI and $5.75 per share for BCM. AMI costs $27 per share and BCM costs $52 per share. Sheila would like to limit the risk in her stock portfolio. The risk is 0.45 per share of AMI and 0.35 per share of BCM. She wants the total risk of her stock portfolio to be at most 700. In addition, to make sure the portfolio is diversified she wants to invest in no more than 950 shares of BCM. a) Formulate a linear optimization model that Sheila could use to decide how many shares of each stock to buy in order to maximize the total expected annual return of the portfolio subject to the constraints

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