Jim Markowitz is enrolled in a prestigious MBA program and participates in a student investment fund competition. A total investment amount of $1,850,000 is allocated to his portfolio, and he has three investment options to choose from. The expected returns from the three investment options are 2.6%, 3.7%, and 5.8%, respectively. One of the competition criteria is to ensure that each portfolio has a minimum return of 3.5%, but to increase his chance of advancing to the second round, Jim needs to minimize the investment risk of his portfolio. He uses the following formula to estimate his portfolios risk: 0.15x21 + 0.23x2 2 + 0.41x23 + 0.0207x1x2 + 0.0123x1x3 + 0.0943x2x3 0 . 15 x 1 2 + 0 . 23 x 2 2 + 0 . 41 x 3 2 + 0 . 0207 x 1 x 2 + 0 . 0123 x 1 x 3 + 0 . 0943 x 2 x 3 , where x1, x2, and x3 are the proportion of his budget of $1,850,000 (in %). Help Jim formulate this problem as an NLP model and answer the following questions. Use 1/3 of the total investment amount as an initial value for x1, x2, and x3. a)How much money should Jim invest in each of the three investment options? What are the minimum risk and expected return from the portfolio? Note: Round "Minimum risk" to 4 decimal places and other answers to 2 decimal places. b) If the required minimum return on investment changes from 3.5% to 4.0%, how much money should Jim invest in each investment option? Note: Round "Minimum risk" to 4 decimal places and other answers to 2 decimal places.