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DATA file

$($a$)$ Construct this version of the Markowitz model for a maximum variance of $30.$

Let:

FS $=$ proportion of portfolio invested in the foreign stock mutual fund

$\backslash ($ I B$=\backslash )$ proportion of portfolio invested in the intermediate$-$term bond fund

$\backslash ($ L G$=\backslash )$ proportion of portfolio invested in the large$-$cap growth fund

$\backslash ($ L V$=\backslash )$ proportion of portfolio invested in the large$-$cap value fund

$\backslash ($ S G$=\backslash )$ proportion of portfolio invested in the small$-$cap growth fund

$\backslash ($ S V$=\backslash )$ proportion of portfolio invested in the small$-$cap value fund

$\backslash (\backslash$bar$\{$R$\}=\backslash )$ the expected return of the portfolio

$\backslash ($ R$\_\{$s$\}=\backslash )$ 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 $"0"$:

Portfolio Expected Retum $\backslash (=\backslash$mathbf$\{32\}\backslash$boldsymbol$\{3\}\backslash \%\backslash )$