please answer 4.2

Now let us look at some linear programming questions. 4. 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 exceed 110% of the amount invested in stock 2 and 3 combined. Which constraint express this requirement? a. X1 >= 1.1(x2 + x3) b. 1.1*X1 = X2 + X3 4.2 The expected annual rate of return of the three stocks mentioned above are 5.5%, 6.5%, and 8%. Management wants the rate of return for the entire investment in the portfolio be at least 6%. Which constraint meet this requirement? a. 5.5%X1+6.5%X2+8%X3 >= 6% b. 5.5%X1+6.5%X2+8%X3 >= 6%(x1+x2+x3) C. (5.5+6)%X1 + (6.5+6)%)X2 + (8+6)%X3 >=0 d. The smallest return rate is 5.5%. So, 5.5%(X1+X2+X3)>=6%X1; 5.5%(X1+X2+X3)>6%X2 and 5.5%(X1+X2+X3)>=6%X3