$[$Financial Portfolio Optimization$]$ A financial advisor is about to build an investment portfolio for a client who has $$100,000$ to invest. The four investments available are A$,$ B$,$ C$,$ and D$.$ Investment A will earn $4$ percent and has a risk of one "point" per $$1,000$ invested. B earns $6$ percent with $2$ risk points; C earns $9$ percent with $6$ risk points; and D earns $11$ percent with a risk of $8.$ The client has put the following conditions on the investments: A is to be no more than one$-$third of the total invested. A should be at least $10$ percent of the total investment. D cannot be more than C$.$ Total risk points must be at or below $1,000.$ Let A be the amount invested in investment A$,$ and define B$,$ C$,$ and D similarly. Formulate the linear programming model. You need to formulate the objective function and specify all constraints. You do NOT need to solve the linear model using EXCEL$-$Solver.$$