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Linear programming models are used by many Wall Street firms to select a desirable bond portfolio. The following is a simplified version of such a model. Solodrex is considering investing in four bonds; $$1,000,000$ is available for investment. The expected annual return, the worst$-$case annual return on each bond and the "duration" of each bond are given in Table $1($attached below in the photo$).$ The duration of a bond is a measure of the bond's sensitivity to interest rates. Solodrex wants to maximize the expected return from its bond investments, subject to three constraints.

Constraint $1$: The worst$-$case return of the bond portfolio must be at least $8\%.$

Constraint $2$: Given in photo I've attached.

Constraint $3$: Because of diversification requirements, at most $40\%$ of the total amount invested can be invested in a single bond. Formulate an LP $($do not solve$)$ that will enable Solodrex to maximize the expected return on its investment. You can set it up in Excel but do not solve.