Examples of NLP $-$ Portfolio selection

Consider investing in $n$ stocks, knowing the following information

The current price of each share of stock $j$ is $p_j$

Our budget for buying the shares is $B$

The expected return of each share is ${}_j$

Being risk averse, we want the return to be at least some amount $L$

The mutual risk of investment in stocks i and $j$ is ${}_{ij}$

We want to decide on the number of shares of each stock $j,$ so as to minimize the total risk of the investment. Formulate the problem as NLP