Question: (a) Construct this version of the Markowitz model for a maximum variance of36.Let:FS= proportion of portfolio invested in the foreign stock mutual fundIB= proportion of

(a) Construct this version of the Markowitz model for a maximum variance of36.Let:FS= proportion of portfolio invested in the foreign stock mutual fundIB= proportion of portfolio invested in the intermediate-term bond fundLG= proportion of portfolio invested in the large-cap growth fundLV= proportion of portfolio invested in the large-cap value fundSG= proportion of portfolio invested in the small-cap growth fundSV= proportion of portfolio invested in the small-cap value fund?bar(R)= the expected return of the portfolioRs= the return of the portfolio in yearsMaxbar(R)s.t.b=

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