Question: As discussed in Section 8.3, the Markowite model uses the variance of the portfolio as the meanure of rake. However, variance includes dirulations beth below

As discussed in Section 8.3, the Markowite model uses the variance of the portfolio as the meanure of rake. However, variance includes dirulations beth below and abeve the mean return. Semivariance includes only deviations below the mean and is considered by many to be a better measure of risk.(a) Develop a medel that minimizes semivariance for the Mauck Financial data given in the flie HauckDaca with a required rebum of 10%.(Aasume that the flue planning scanarias in make the ebjective function: Min15s=15ds2)LetES = preportion of portfolio invested in the foreign stock matual fundrs = proportion of pertfolio inveated in the intermediate-term bond fundtG = proportion of portfolis invested in the large-cap growth fundiV = preportion of portfolio invested in the iarge-cap value fundSG = proportion of pertfolia invested in the small-cap growth fundSV = propertien of portielie invested in the small-cap value fundA= the expected return of the portfolisRs= the return of the pertfolio in year a.Min25s=15s2R1=10.06FS17.64B32.41LG32.36LV33.445G24.56SVR2=13.12FS3.25B18.71LG20.61LV19.405G25.32SVR3=13.47FS7.51B33.28LG12.93LV3.855G-6.705VR4=45.42FS-1.33B41.46LG7.06LV58.685G5.435VR5=-21.93FS7.36B-23.26LG-5.37LV-9.025G17.31SVR518LGLV5G5V=

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