There are three scenarios (A, B, and C) that may occur, and each investment will give a different return under each scenario (see below table, where the numbers indicate the percent return under each scenario). The probability of scenario A is 0.35, the probability of scenario B is 0.25, and the probability of scenario C is 0.4. A B C 1 12 -3 -1 2 3 1 2 3 8 -1 1 4 5 -1 3 a) Formulate and solve the Markowitzian mean-variance problem of determining the portfolio which minimizes variance while maintaining an expected return of at least 2.5%. b) Formulate and solve the Markowitzian mean-variance problem of determining the portfolio which maximizes expected return while maintaining a variance of no more than 30. PLEASE LIST DEC VARIABLES, OBJECTIVE FUNCTION AND CONSTRAINTS