For Problem A the first select your answer gives you the option to choose between minimum and maximum. The following four give you the three options of : greater or equal than, lesser or equal than, or equal to.

I am having immense trouble understanding how to solve this question... if anyone can solve and explain to me how to get the answers and the reasoning behind it I would greatly appreciate it

Blair a. Rosen, Inc. (BQR) is a brokerage firm that specielizes in investment portfolias designed to meet the specific risk talerances of its clients. A dlent who certected BQR this past week has a meximum of $50,000 to invest. BaR's investment advisor decides to recommend a portroro consisting of two investment funds: an Intemet fund and a Elue Chip fund. The Internet fund has a projected annual return of 14%, and the blue Chip fund has a prejected annual return of 7%. The investment advisor requires that at most $35, 0ro of the dients funds should be invested in the internet fund. ea:r scrvioss inelude a risk rating for each investment altemattwe. The 1ntemet fund, which is the more risky of the two invertment alternatlues, has a risk rating of 5 per thousand dallars invested. The Blua Chip fund has a risk rating of 5 per thausand dollars inverted. Far example, if $1aq Coo is invested in each of the two irvestment funde, GBR's risk rating for the portfolia would be 5(10)+5(10)=100. Finally, BQR develojed a questionnaire to measure each client's risk talerarce. Based on the resporses, each elient is clessified as a canservative, rroterate, or egoressive investor. Suppose that the questionaire resuls classified the current client as a moderate investor, BSR recommends that a clent who is a moderate investor limit his of her portfolio to a maximum risk rating of 240 . (a) Forrulate a linear progremming mocel to find the best investment strategy for this client. Le: t - Internet fund investment in thaterds a - Blue Chip fund investment in thousands If required, round your ariswers to two decimal places. If an amaunt is zero, enter " 0 ". If the constant is "1" it must be entered in the bex. (b) Buld a spreadsheet model and solwo the problem using Solwer. What is the recommended investment peitrello fer this cllent? Internet Furid =4 Blue Chip Fund =4 What is the annulal roturn for the portralio? $ (c) Suppose that a second client widn $50,000 to invest has been classified as an eggressive invester. BQR recommends thet the maximum portfolio risk rating for an agaressive investor is 340 . Whet is the recommended investnent partrolio for this aggressive investor? Internet Furid =$ Blue Chip Fund =$ Annual Return =$ (b) Build a spreadsheet model and solve the problem using Solver. What is the recommended investment portfolio for this client? Internet Fund =$ Blue Chip Furd =$ What is the annutal raturn for the portrollo? 1 is the recommended investment partfolio for this agaressive investor? Internet Fund =$ Glue Chip Furd =$ Annuel Return =4 Develop the recamended invegtrent portfoliv for the cunservative investar. If an ameunt is zere, enter " 0 ". Intemat Fund =$ Blun Chip Fund =4 Annual Return - Blair a. Rosen, Inc. (BQR) is a brokerage firm that specielizes in investment portfolias designed to meet the specific risk talerances of its clients. A dlent who certected BQR this past week has a meximum of $50,000 to invest. BaR's investment advisor decides to recommend a portroro consisting of two investment funds: an Intemet fund and a Elue Chip fund. The Internet fund has a projected annual return of 14%, and the blue Chip fund has a prejected annual return of 7%. The investment advisor requires that at most $35, 0ro of the dients funds should be invested in the internet fund. ea:r scrvioss inelude a risk rating for each investment altemattwe. The 1ntemet fund, which is the more risky of the two invertment alternatlues, has a risk rating of 5 per thousand dallars invested. The Blua Chip fund has a risk rating of 5 per thausand dollars inverted. Far example, if $1aq Coo is invested in each of the two irvestment funde, GBR's risk rating for the portfolia would be 5(10)+5(10)=100. Finally, BQR develojed a questionnaire to measure each client's risk talerarce. Based on the resporses, each elient is clessified as a canservative, rroterate, or egoressive investor. Suppose that the questionaire resuls classified the current client as a moderate investor, BSR recommends that a clent who is a moderate investor limit his of her portfolio to a maximum risk rating of 240 . (a) Forrulate a linear progremming mocel to find the best investment strategy for this client. Le: t - Internet fund investment in thaterds a - Blue Chip fund investment in thousands If required, round your ariswers to two decimal places. If an amaunt is zero, enter " 0 ". If the constant is "1" it must be entered in the bex. (b) Buld a spreadsheet model and solwo the problem using Solwer. What is the recommended investment peitrello fer this cllent? Internet Furid =4 Blue Chip Fund =4 What is the annulal roturn for the portralio? $ (c) Suppose that a second client widn $50,000 to invest has been classified as an eggressive invester. BQR recommends thet the maximum portfolio risk rating for an agaressive investor is 340 . Whet is the recommended investnent partrolio for this aggressive investor? Internet Furid =$ Blue Chip Fund =$ Annual Return =$ (b) Build a spreadsheet model and solve the problem using Solver. What is the recommended investment portfolio for this client? Internet Fund =$ Blue Chip Furd =$ What is the annutal raturn for the portrollo? 1 is the recommended investment partfolio for this agaressive investor? Internet Fund =$ Glue Chip Furd =$ Annuel Return =4 Develop the recamended invegtrent portfoliv for the cunservative investar. If an ameunt is zere, enter " 0 ". Intemat Fund =$ Blun Chip Fund =4 Annual Return