Linear programming : sensitivity analysis and interpretation of solution ( please answer the question a,b,c,d using figure 8.15, please draw graph wherever needed, thank you.

Investment advisors, Inc. is a brokerage from that manages stack partfolios for a number of clients A particular portfolio consists of U Shares of U.S. all and H Shares of Huber steel. The annual return of U.S. oil is $ 3 per share and the annual return for huber steel is $ 5 per share. U. S. ail sells for $ 25 per Share sHuber steel sells for $ 50 per share The port folio har $80, 200 to be invested The port folio risk index co . so per share of U.S . oil and 0 25 per share for huber steel ) hot a maximum of 700. In addition , the portfolio is limited to a maximum of Look shares of U.S oil. The linear programming formulation that will maximize the total annual return of the portfolio is as follows. may 30 + 5 H maximize total annual return s . E 25 U + 50 H 2 80,000 Funds available O SOU + 0.25 H 4 700 Risk maximum LU