Note: this is a non-linear programming question. this question is taken from a statistics course in third year level at university. two investors, elon musk and jeff bezos, each want help in structuring a portfolio from two investments. investment a produces an average annual return of 25% with a variance of 0.05. investment b produces an average annual investment of 9% with a variance of 0.01. investments a and b have a correlation of -0.3. elon musk tells you that: "i want to get the biggest return i can, but the most risk i can possibly accept is 0.01. how should i invest my money?" while jeff bezos tells you that: "risk minimisation is half as important as maximising return for me. what portfolio would be most appropriate for me?" answer the following questions: (a) formulate elon musk's problem as a non-linear program. (4 marks) (b) calculate the risk aversion coefficient for jeff bezos. (2 marks) (c) formulate elon musk's problem as a non-linear program. (3 marks)