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Walling Street Investments, Inc., Is a brokerage firm that manages stock portfolios for a number of clients. A particular portfolio consists of P shares of Petroleum Inc. and Q shares of Quality Steel. The annual return for Petroleum Inc is $6 per share and the annual return for Quality Steel is $12 per share. Each Petroleum Inc share sells for $40 per share and Quality Steel sells for $85 per share. The portfolio has $150,000 to be invested. The portfolio risk index (0.4 per share of Petroleum Inc and 0.6 per share for Quality Steel) has a maximum of 8000. In addition, the portfolio is limited to a maximum of 1000 shares of Petroleum Inc. The linear programming formulation that will maximize the total annual return of the portfolio is as follows: Max 6P + 12Q Maximize total annual return s.t. 40P - 85Q $ 150,000 Funds available 0.4P + 0.6Q $ 80OO Risk maximum 1P $ 1000 Petroleum Inc. maximum P. Q 20 The computer solution of this problem is shown in the following table. Variable Cells Final Reduced Objective Allowable Allowable Name Value Cost Coefficient Increase Decrease Shares Bought P 1000 6 18+30 0.35 Shares Bought Q 1294 12 0.75 12 Constraints Final Shadow Constraint Allowable Allowable Name Value Price R.H. Side Increase Decrease Funds Available LHS 150000 0.14 150000 966667 110000 Risk Index LHS 1176.47 8000 1E+30 6823,53 Petroleum Max LHS 1000 0.35 1000 2750 1000 1. Interpret the dual values (shadow prices) for each constraint in your own words. 2. Also, discuss whether it would be beneficial to increase the maximum amount of Risk Index allowed? Why or why not