Now let us look at some linear programming questions. A portfolio consists of three stocks, S1, S2, and 53. X1, X2, and X3 represent the amount of money invested in each of the three stocks. 4.1 The amount invested in stock 1 must not exceed 110% of the amount invested in stock 2 and 3 combined. Which constraint express this requirement? a. X1 - (X2 +X3) = 1.1(x2 + x3) d. None of the above 4.2 The annual rates of return of the three stocks mentioned above for two possible scenarios are: (i) Best case scenario: 5.5%, 6.5%, and 8%. (ii) Worst case scenario: -1.5%, 0.5%, 4%. Management wants to make sure the overall annual return does not fall short of $10000. Which constraint meet this requirement? a. 5.5%X1+6.5%X2+8%X3 >= 10000 b. -0.015X1 + 0.005X2 + 0.04X3 >= 10000 C. [0.055+(-0.015)]X1 + (0.065+0.005)X2 + (0.08+0.04)X3 >=10000 d. None of the above 4.3 The risk factor of each stock is 10, 12, and 15 respectively. This means for example, that each dollar invested in stock 51 ads 10 units to the total risk. Thus, 2 dollars in S1, and 5 dollars in S3 have a total risk score of [2(10)+5(15)], and the average risk per dollar in this example is [2(10)+5(15))/(2+5). Suppose it is required that the average score of risk per dollar invested in the portfolio (of X1, X2, and X3 dollars) should not be more than 13. Which option express this requirement? [10X1 + 12X2 + 15x3]/3