Develop a model that minimizes semivariance for the data given below with a required return of 15 percent Define a variable d s for each scenario and let with d s 0 Then make the objective function Min Scenario Mutual Fund Year 1 Year 2 Year 3 Year 4 Large Cap Growth 41 54 36 18 32 76 20 63 Large Cap Value 32 45 44 78 28 61 38 49 Small Cap Growth 26 13 7 04 23 97 45 67 Small Cap Value 37 56 18 53 27 53 5 48 Solve the model you developed with a required expected return of at least 15 percent

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Question: Develop a model that minimizes semivariance for the data given below with a required return of 15 percent. Define a variable d s for each

Develop a model that minimizes semivariance for the data given below with a required return of 15 percent. Define a variable d_s for each scenario and let with d_s = 0. Then make the objective function: Min .

		Scenario
Mutual Fund	Year 1	Year 2	Year 3	Year 4
Large-Cap Growth	41.54	36.18	32.76	20.63
Large-Cap Value	32.45	44.78	28.61	38.49
Small-Cap Growth	26.13	7.04	23.97	45.67
Small-Cap Value	37.56	18.53	27.53	5.48

Solve the model you developed with a required expected return of at least 15 percent.

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