MUTUAL "FUN" MODELING!! - The table below depicts the attributes of 9 mutual funds that you have chosen for investment of your client's money. She has $100,000 to invest though you do not have to invest it all (Warren Buffet doesn't tie up all of his money either!). Attributes: 1) A Measure of the riskiness of the fund (low is better than high). 2) Investment Company (VAN, ABC, FID, JPM) 3) RET1 - anticipated annual return under market conditions "COVID Recovery 1" 4) RET2 - anticipated annual return under market conditions "COVID Recovery 2" 5) RET3 - anticipated annual return under market conditions "COVID Recovery 3" 6) Green - a measure of how 'green' the companies in which the fund invests 7) Social - a measure of how the funds are invested in socially conscious companies. 8) % stocks - % investments in stocks 9) % International - % investments in Int'l instruments Risk Measure 1.71 Company JPM RET1 RET2 RET3 Green Social % Stocks % International Invest the funds optimally (minimizing risk - amount invested in a fund times the risk measure) such that: a) Under market conditions RET1 and RET3, the model provides a zero or positive return. b) Under market conditions RET2, there is a return of at least $12,750. (This is a number). c) No more than 42.5% of the total funds invested can be with any one company d) No more than 30% of the total funds invested can be with any one fund. e) The invested funds must average at least 5.0 on the green measure. f) The invested funds must average at least 4.6 on the social measure. g) The weighted dollars invested in stocks must be less than or equal to 50% of the total amount invested. h) The weighted dollars invested in international instruments' must be at least 25% of the total amount invested. 1) Investments must be in integer dollars. Create and solve an LP model that addresses this investment situation. Keep in mind we do not know in advance how much the model will decide to invest - it will be between $0 and $100,000. Only the model knows 0. 1.4 VAN -0.013 0.151 0.04 4 3 0.651 0.051 2.2 ABC -0.036 0.212 0.053 SI 7.1 0.52 0.12 1.21 FID -0.042 0.123 0.02 6 4.2 0.74 0.06 0.071 0.117 -0.04 3 4.41 0.49 0.841 3.1 JPM 0.063 0.203 -0.052 4 5.2 0.27 0.11 1.8 VAN 0.046 0.122 -0.033 6.5L 3.2 0.56 0.17 1.8 FID -0.021 0.106 0.069 7.5 6.1 0.17 0.03 2.4 ABC 0.071 0.137 -0.022 6 51 0.81 0.93 2 JPM -0.0441 0.188 0.051 4.4 5 0.89 0.01