4. Find an initial basic feasible solution for the following transportation problem: Answer BOTH of the following questions 1. An investment advisor at Shore Financial Services wants to develop a model that cain be wish tin Allocate investment funds among four alternatives: stocks, bonds, mutual timds, and cush whinh 1%, respectively. For the conning investment period, the company developed estimates of the assechich ang more volatility and thing measured using an index between 0 and 1 , with higher ind mutual funds are estimated to be 0.8,(2) more uncertainty. The risk indices of stocks, bonds, and market fund, the annual return is lower, but in and 0.3 , respectively. Because cash is held in a moncy market fund, the anment funds allocated to each carries essentially no risk. The objective is to deterinine the pontion of for the pottolio subject to the investment alternative in order to maximize the totat anntal-eteram Suppose the maximum risk value for a particular client is risk level the client is willing to tolerate. Suppose the itaxines that must be applied to all clients. The 0.65. Shore Financial Services specified additiona guidctines that more than 75% of the total investment may be in stocks; the amoumt guidelines are as follows: no more than 75% of the totat investicht may be the amount of cash munt invested in mutual funds must be at least as much as invested in bonds, the total investment funds. Formulate the advisor's be at least 10%, bu problem as an LPP