(a) Construct this version of the Markowitz model for a maximum variance of 34. Let: FS = proportion of portfolio invested in the foreign stock mutual fund IB = proportion of portfolio invested in the intermediate-term bond fund LG = proportion of portfolio invested in the large-cap growth fund LV = proportion of portfolio invested in the large-cap value fund SG = proportion of portfolio invested in the small-cap growth fund SV = proportion of portfolio invested in the small-cap value fund R = the expected return of the portfolio Rs = the return of the portfolio in years If required, round your answers to two decimal places. For subtractive or negative numbers use a minus sign even if there is a + sign before the blank (Example: -300). If the constant is "1" it must be entered in the box. If your answer is zero enter "0". Max R s.t. 10.06 OFS + 17.64 IB + 32.41 OLG + 32.36 IV + 33.44 SG + 24.56 SV R 1 13.12 OFS + 3.25 IB + 18.71 OLG + 20.61 LV + 19.40 SG + 25.32 SV = 13.47 FS + 7.51 IB + 33.28 OLG + 12.93 IV + 3.85 SG + -6.70 SV = v R 3 45.42 FS + -1.33 IB + 41.46 OLG + 7.06 LV + 58.68 SG + 5.43 SV v R 4 -21.93 FS + 7.36 IB + -23.26 LG + -5.37 LV + -9.02 SG + 17.31 SV = v R 5 1 OFS + 1 IB + 1 LG + 1 LV + 1 SG + 1 sv = VO 1 1/5 = VOR 1/5 E(R, - R)2 S v X FS, IB, LG, LV, SG, SV 2(b) Solve the model developed in part (a). If required, round your answers to two decimal places. If your answer is zero, enter \"0". F5 0% 15 0% LG 0% LV 0 9% SG 0 9% 5 V 0% Portfolio Expected Return = 0%