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Question ( 6 marks): A decision maker has the task of designing a portfolio of stocks from different industries. Individual returns on the dollar are

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Question ( 6 marks): A decision maker has the task of designing a portfolio of stocks from different industries. Individual returns on the dollar are 55&30&,25&,40,&60/,& the objective is to maximize the expected return. The chosen five stocks are from the aerospace, defense, leisure, mining, \& pharmaceutical industries. The individual stocks have risk factors associated with each dollar of an investment. These factors are 6,3,3,5,&8, respectively, \& the total risk should not exceed 300,000 . A total of $250,000 can be invested, \& at least $20,000 must be invested in the mining \& pharmaceutical industries combined. The amount of money invested in the defense and mining industries combined cannot exceed 30% of the total amount invested. The problem has been formulated in LINGO style as follows: Max=.55x1+.30x2+.25x3+.40x4+.60x56x1+3x2+3x3+5x4+8x5=20000x2+x4

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