## To formulate a linear programming (LP) model for this question, you need to define the decision variables, the objective function, and the constraints.

Decision Variables:

Let's assume:

- G: Amount to be invested in the Growth and Income fund,

- I: Amount to be invested in the Income fund, and

- M: Amount to be invested in the Money Market fund.

Objective Function:

The objective is to maximize the total yield or return on the investment.

Maximize: 0.20G + 0.10I + 0.06M

Constraints:

1. The total amount to be invested is $300,000:

G + I + M = 300,000

2. At least 10% of the investment must be in the Growth and Income fund:

G >= 0.1(G + I + M)

3. At least 20% of the investment must be in the Money Market fund:

M >= 0.2(G + I + M)

4. The portfolio risk index should be less than or equal to 0.05:

(0.10G + 0.05I + 0.01M)/(G + I + M) <= 0.05

5. Non-negativity constraints:

G >= 0, I >= 0, M >= 0

Now, you can solve this LP model using any appropriate optimization software or solver to find the optimal values of G, I, and M that maximize the objective function while satisfying the given constraints.