An investor has $$50,000$ to invest in four assets. The expected annual returns, minimum and maximum amounts with which the investor will be comfortable allocating to each investment, and

risk factors are shown in the accompanying table. Assume that the investor will tolerate a weighted risk per dollar invested of at most $1\mathrm{.}0.$ Experiment with the accompanying portfolio

allocation model by testing each of the possible best solutions, included, to attempt to find the best solution that maximizes the expected annual return and meets the total weighted risk

constraint.Model Data

$\backslash$table$[[$Investment$,\backslash$table$[[$Annual$],[$Return$]],$Minimum,Maximum,$\backslash$table$[[$Risk Factor per$],[$Dollar Invested$]]],[$Life Insurance,$5\mathrm{.}0\%,$$$1,250\mathrm{.}00,$$$2,500\mathrm{.}00,-0\mathrm{.}4],[$Bond mutual funds,$8\mathrm{.}0\%,$$$15,000\mathrm{.}00,$None,$1\mathrm{.}9],[$Stock mutual funds,$11\mathrm{.}0\%,$$$7,500\mathrm{.}00,$None,$2\mathrm{.}2],[$Savings Account,$3\mathrm{.}0\%,$None,None,$-0\mathrm{.}3]]$