(Solved): U.S. Oil. The linear programming formulation that will maximize the total annual return of the port ...

U.S. Oil. The linear programming formulation that will maximize the total annual return of the portfolio is as follows. The computer output is shown below.Variable Value Reduced Cost (b) Which constraints are binding? What is your interpretation of these constraints in terms of the problem? (Select all that apply.) Constraint 1. All funds available are being utilized. Constraint 2. The maximum permissible risk is being incurred. Constraint 3. All available shares of U.S. Oil are being purchased. None of the constraints are binding. (c) What are the dual values for the constraints? Interpret each. (Round your answers to two decimal places.) constraint 1 Constraint 1 has a slack of $200. Additional dollars added to the available funds will not improve the total annual return. Constraint 1 has a dual value of 1.33. If an additional dollar is added to the available funds, the total annual return is predicted to increase by $1.33. Constraint 1 has a dual value of 0.09. If an additional dollar is added to the available funds, the total annual return is predicted to increase by $0.09. Constraint 1 has a dual value of 5. If an additional dollar is added to the available funds, the total annual return is predicted to increase by $5. Constraint 1 has a dual value of 3. If an additional dollar is added to the available funds, the total annual return is predicted to increase by $3. constraint 2 Constraint 2 has a slack of 200. Allowing additional risk will not improve the total annual return. Constraint 2 has a dual value of 1.33. If the risk index is increased by 1, the total annual return is predicted to increase by $1.33. Constraint 2 has a dual value of 0.09. If the risk index is increased by 1, the total annual return is predicted to increase by $0.09. Constraint 2 has a dual value of 5. If the risk index is increased by 1, the total annual return is predicted to increase by $5. Constraint 2 has a dual value of 3. If the risk index is increased by 1, the total annual return is predicted to increase by $3. constraint 3 Constraint 3 has a slack of 200 shares. Raising the maximum number of shares of U.S. Oil will not improve the total annual return. Constraint 3 has a dual value of 1.33. If the maximum number of shares of U.S. Oil is increased by 1, the total annual return is predicted to increase by $1.33. Constraint 3 has a dual value of 0.09. If the maximum number of shares of U.S. Oil is increased by 1, the total annual return is predicted to increase by $0.09. Constraint 3 has a dual value of 5. If the maximum number of shares of U.S. Oil is increased by 1, the total annual return is predicted to increase by $5. Constraint 3 has a dual value of 3. If the maximum number of shares of U.S. Oil is increased by 1, the total annual return is predicted to increase by $3. (d) Would it be beneficial to increase the maximum amount invested in U.S. Oil? Why or why not? Yes, each additional share increases the profit by $0.09. Yes, each additional share increases the profit by $1.33. Yes, each additional share increases the profit by $200.00. No, increasing the maximum shares does not affect the optimal value.