I need help working out this problem.

QUESTION 1 Walling Street Investments, Inc., is a brokerage firm that manages stock portfolios for a number of clients. A particular portfolio consists of P shares of Petroleum Inc. and Q shares of Quality Steel. The annual return for Petroleum Inc is $6 per share and the annual return for Quality Steel is $12 per share. Each Petroleum Inc share sells for $40 per share and Quality Steel sells for $85 per share. The portfolio has $150,000 to be invested, The portfolio risk index (0,4 per share of Petroleum Inc and 0.6 per share for Quality Steel) has a maximum of 8000. In addition, the portfolio is limited to a maximum of 1000 shares of Petroleum Inc. The linear programming formulation that will maximize the total annual return of the portfolio is as follows: Max 6P + 12Q Maximize total annual return 5.L. 40P + 85Q $ 150,000 Funds available 0.4P + 0.6Q $ 8000 Risk maximum 1P $ 1000 Petroleum Inc. maximum P. Q 20 The computer solution of this problem is shown in the following table. Variable Cells Final Reduced Objective Allowable Allowable Name Value Cost Coefficient Increase Decrease Shares Bought P 1000 0 6 1E-30 0.35 Shares Bought Q 1294 O 12 0.75 12 Constraints Final Shadow Constraint Allowable Allowable Name Value Price R.H. Side Increase Decrease Funds Available LHS 150000 0.14 150000 966667 110000 Risk Index LHS 1176.47 8000 18+30 6823.53 Petroleum Max LHS 1000 0.35 1000 2750 1000 The opomal solution is shares of Petroleum Inc. and shares of Quality Steel. The value of the total annual return is $ The constraints and are binding