A second version of the Markowitz portfolio model maximizes expected retum subject to a constraint that the variance of the portfolio must be less than or equal to some specified amount. Consider the Hauck Financial Service data. Click on the datafile logo to reference the data. DATA file Mutual Fund Foreign Stock Annual Return (%) Year 1 Year 2 Year 3 Year 4 Year 5 10.06 13.12 13.47 4542 21.9) 325 7.51 -1.33 7.36 32.41 18.71 3328 41.4 23.26 32.36 30.01 12.93 7.00 -5.37 23.44 19.40 3.85 58.68 9.02 24.56 25.32 -6.70 5.43 17.31 Intermediate Term Bond 17.54 Large-Cap Growth Large-Cap Value Small-Cap Growth Small-Can Value (a) Construct this version of the Harkowitz model for a maximum variance of 40 Let FS-proportion of portfolio invested in the foreign stock mutual fund 2-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 porthals invested in the small cap value fund the expected return of the portfol the return of the portfolio in years stant is it must be entered in the box if me