Investment Advisors, Inc., is a brokerage firm that manages stock portfolios for a number of clients. A particular portfolio consists of U shares of U.S. Oil and H shares of Huber Steel. The annual return for U.S. Oil is $3 per share and the annual return for Huber Steel is $5 per share. U.S. Oil sells for $25 per share and Huber Steel sells for $50 per share. The portfolio has $80,000 to be invested. The portfolio risk index (0.50 per share of U.S. Oil and 0.25 per share for Huber Steel) has a maximum of 700. In addition, the portfolio is limited to a maximum of 1,000 shares of U.S. Oil. The linear programming formulation that will maximize the total annual return of the portfolio is as follows. Max 3U + 5H Maximize total annual return s.t. 250 + 50H S 80,000 Funds available 0.50U + 0.25H S 700 Risk maximum $1,000 U.S. Oil maximum U, H20 10 The computer output is shown below. Optimal Objective Value - 8400.00000 Varianle Value U Recured Cost 0.000cc 0.000cc 1200.ODODD Constraint 1 Slack/Surplus 0.00000 0.00000 200.00000 Dual Value 0.09333 1.33333 0.00000 3 Variable Objective Coefficient 3.00000 5.00000 Allowable 1 Increase 7.DDDDD 1.00000 Allowable Decrease 0.50000 3.50000 RES Constraint 1 ACCOG.00000 Allowalole Increase 6000D.DDDDD 75.DDDDD Infinite Allowable Decrease 15000.00000 300.00000 200.00000 3 1000.00000 (a) What is the optimal solution, and what is the value of the total annual return (in $)? U H estimated annual return $