As we have learnt from the class, the MIP problem can be very challenging to solve when T is large. As an alternative, we approximate the objective function (1.5) with the following ridge function: T1t=1Tmax{prpRt,0} where max{x,0}={x,0,ifx>0ifx0 Now, complete the following task. Task 3: (5%) (a) Similar to Task 2, formulate a optimization problem to determine the portfolio pRn with the following requirements: - The objective is to minimize the ridge-function risk (1.6) associated with the portfolio. - It is required that the expected return is above or equal a given threshold as $Rd. - The sum of net change in portfolio value must be less than or equal to the budget $B. - The new portfolio must be non-negative. (b) Rewrite the above optimization problem as a standard form LP