TABLE 11.2 Data for the Stocks of the Portfolio Selection Example Stock Expected Return 1 2 3 21% 30 S Risk (Standard Deviation) Pair of Stocks Joint Risk per Stock (Covariance) 25% 1 and 2 0.040 45 5 1 and 3 -0.005 2 and 3 -0.010 11.8. Reconsider the portfolio selection example given in Section 11.3. A fourth stock (Stock 4) now has been found that gives a good balance between expected return and risk. Using the same units as in Table 11.2, its expected return is 17 percent and its risk is 18 percent. Its joint risk per stock with Stocks 1, 2, and 3 is -0.015, -0.025, and 0.003, respectively. a. Still using a minimum acceptable expected return of 18 percent, formulate the revised quadratic programming model in algebraic form for this problem. b. Display and solve this model on a spreadsheet.