MUTUAL "FUN" MODELING!! - The table below depicts the attributes of 11 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 Category (STOCK, BAL(anced), INTL, BOND) 3) Investment Company (VAN, FID, JPM, TRP) 4) RET1 - anticipated annual return under market conditions "1" 5) RET2 - anticipated annual return under market conditions *2" 6) RET3 - anticipated annual return under market conditions "3" 7) Green - a measure of how 'green' the companies in which the fund invests 8) Social - a measure of how the funds are invested in socially conscious companies. 1.4 2.2 1.2 1.7 3.1 24 1.B 0.9 1.9 27 2 Risk Measure STOCK BAL STOCK INTL BOND BAL INTL BOND BAL INTL STOCK VAN VAN FID FID JPM JPM VAN FID TRP TRP TRP RET 0.013 0.036 0.042 0.071 0.063 0.021 0.046 -0.021 0.014 0.071 -0.044 RETZ 0.151 0.212 0.123 0.117 0.203 0.247 0. 122 0.106 0.091 0.137 0.188 -0.011 -0.022 0.051 RET3 D.04 0.053 0.02 -0.04 -0.052 0.023 -0.033 0.069 7.5 2.5 4,4 Green 5.5 6.5 Social 3 7.1 4.2 4.4 5.2 3.8 3.2 6.1 4.2 7 Invest the model optimally (minimizing risk - amount invested in a fund times the risk measure) such that: a) Under market conditions RET1 and RET3, the model shows no loss. b) Under market conditions RET2, there is a return of at least $14,000. (This is a number). C) No more than 40% of the funds invested can be with any one company. d) At least 10% of the invested funds must be with each company. e) No more than 40% of the funds invested can be with any one investment category. f) The invested funds must average at least 5.0 on the green measure. g) The invested funds must average at least 4.75 on the social measure. h) 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 O