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Years have gone by, your prescriptive analytics techniques have helped Healthy Foods to make profit and consequently more cash in hand. The company has decided

Years have gone by, your prescriptive analytics techniques have helped Healthy Foods to make profit and consequently more cash in hand. The company has decided to invest in oil stock portfolio. In order to minimize the risks, the company has given the following specification for investment to your group.

(1) At least two Texas oil firms must be in the portfolio

(2) No more than one investment can be made in foreign oil companies

(3) Exactly one of the two California oil stocks must be purchased

(4) If British Petroleum stock is included in the portfolio, then Trans-Texas Oil must also be included

The company has up to $3 million available for investments. The table describes the various companies that Healthy Foods is considering. The objective is to maximize annual return on investment subject to the specified constraints.

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What is the portfolio that you recommend that maximizes the expected annual return.

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