Question: Solve the question in GAMS Model Example 1: (A portfolio selection problem) L.C. Investors are developing a portfolio for a client who has $75,000 to

Solve the question in GAMS Model

Example 1: (A portfolio selection problem) L.C. Investors are developing a portfolio for a client who has $75,000 to invest. They have narrowed the investment opportunities to the following two stocks, and displayed the relevant data in the table below: Investment Return/share ($) 3 5 Price/share ($) 45 60 Risk/share (points) 3 6 A B The overall risk score should be at most 6000 points. Moreover, the portfolio should include at least 300 shares of Stock A and at most 700 shares of Stock B. Develop an LP model to construct a portfolio that will maximize the client's expected return, and solve using Graphical Solution Procedure

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