On Planet Claire, markets are highly volatile. Here's some recent historical data: Year-Month Hair Products (R) Cosmetics (R) Cash (R3) 2007-04 1.0 2007-03 2.0 2007-02 2.0 2007-01 0.5 2.0 2.0 0.5 2.0 1.0 1.0 1.0 1.0 (a) Calculate r, 72, 73, and express the linear program to maximize u times the expected return minus the mean absolute deviation. (b) Find the value M where if > M the optimal solution is to put all the investment into the investment with highest expected return. Hint: The optimal dictionary is worked out in Vanderbei section 13.1.2. You only need to consider the objective function. (c) Find every portfolio on Planet Claire's efficient frontier.