We wish to invest between $4,500 and $5,500 on three different assets whose respective annual returns are 11.5%, 12%, and 13.5% respectively. However, the amount investment on investment 3 should not exceed 30% of the total investment, and investments 1 and 3 should account for at least 50% of the total investment. We have used linear programming to maximize the annual return from the entire investment.

If an additional dollar is added to the total investment amount, how much should we expect the optimal profit to change?

The optimal profit will increase by about 12 cents.

The optimal profit will increase by about 2 cents.

The optimal profit will increase by about 16 cents.

The optimal profit will decrease by about 2 cents.

The optimal profit will not change.