The first task that the administrator should perform is to create a new service account exclusively for the business intelligence application. This will ensure that the application has the appropriate permissions and credentials to access the company's transactional data. The other options are either unnecessary, inefficient, or insecure. For example, building a separate data warehouse would require additional resources and time, setting up a nightly FTP data transfer would expose the data to potential breaches, sending the TNS names file would not guarantee that the application can connect to the database, and opening a new port on the database server would create a vulnerability for attackers.