b)Now he ignores the optimisation model developed in part (a) and would like to take into account uncertainty. He assumes that annual interest rate rand price pof asset iat tit time tare uncertain. Thus, they generate a scenario tree, that is showing a probabilistic representation of random interest rates and asset prices over the investment horizon. They observe that the finite number of events, representing realisations of random rates and asset prices at each node of the scenario tree with certain probability, over the investment horizon. Modify the linear program developed in part (a) and formulate (but do not solve) a scenario based linear programming model that maximises the total expected wealth at the final time-period. Briefly explain what additional variables/constraints you need to add to the optimisation model developed in part (a)