Stock 2 3 4 5 Expected Return (%) 12.0 9.0 6.0 15.0 16.0 Beta 1.1 0.73 0.85 1.35 1.45 Daniel would like to minimize the beta of the stock portfolio (calculated using a weighted average of the amounts put into the different stocks) while maintaining an expected return of at least 10.5%. Since future conditions may change, Daniel has decided that no more than 25% of the portfolio should be invested in any one stock. (a) Formulate this as a linear program. (Hint: Define the variables to be the proportion of the total investment that would be put in each stock. Include a constraint that restricts the sum of these variables to be 1.) (b) Solve this problem. What are the expected return and beta for this portfolio