A second version of the Markowitz portfolio model maximizes expected return 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 (a) Construct this version of the Markowitz model for a maximum variance of 40 . 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 (b) Solve the model developed in part (a). If required, round your answers to two decimal places. If your answer is zero, enter " 0 ". \begin{tabular}{lr} \hlineFS & % \\ IB & % \\ LG & % \\ LV & % \\ SG & % \\ SV & \end{tabular} Portfolio Expected Return = %