I got all the $?$ wrong

As discussed in Section $8\mathrm{.}3,$ the Markowitz model uses the variance of the portfolio as the measure of risk. However, variance includes deviations both below and above the mean return. Semivariance includes only deviations below the mean and is considered by many to be a better measure of risk.

USE THE DADA FILE:

Mutual Fund Year $1$ Year $2$ Year $3$ Year $4$ Year $5$ Foreign Stock $10\mathrm{.}06013\mathrm{.}12013\mathrm{.}47045\mathrm{.}420-21\mathrm{.}930$ Intermediate$-$Term Bond $17\mathrm{.}6403\mathrm{.}2507\mathrm{.}510-1\mathrm{.}3307\mathrm{.}360$ Large$-$Cap Growth $32\mathrm{.}41018\mathrm{.}71033\mathrm{.}28041\mathrm{.}460-23\mathrm{.}260$ Large$-$Cap Value $32\mathrm{.}36020\mathrm{.}61012\mathrm{.}9307\mathrm{.}060-5\mathrm{.}370$ Small$-$Cap Growth $33\mathrm{.}44019\mathrm{.}4003\mathrm{.}85058\mathrm{.}680-9\mathrm{.}020$ Small$-$Cap Value $24\mathrm{.}56025\mathrm{.}320-6\mathrm{.}7005\mathrm{.}43017\mathrm{.}310$

$($a$)$ Develop a model that minimizes semivariance for the Hauck Financial data given in the file HauckData with a required return of $10\%.$ Assume that the five planning scenarios in the Hauck Financial Services model are equally likely to occur. Hint: Modify model $(8\mathrm{.}10)(8\mathrm{.}19).$ Define a variable ds for each scenario and let ds $$ R $$ Rs

with ds $0.$ Then make the objective function:

Min$1/5($SYGMA Symbol $5$ s $=1)$ ds$2.$

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 year s$.$

Min$1/5($SIGMA SYMBOL $5$s $=1)$ds$2$

S$.$t$.$

R$1=?$

R$2=?$

R$3=13\mathrm{.}47$FS$+7\mathrm{.}51$IB$+33\mathrm{.}28$LG$+12\mathrm{.}93$LV$+3\mathrm{.}85$SG$-6\mathrm{.}70$SV $($CORRECT$)$

R$4=?$

R$5=-21\mathrm{.}93$FS$+7\mathrm{.}36$IB$-23\mathrm{.}26$LG$-5\mathrm{.}37$LV$-9\mathrm{.}02$SG$+17\mathrm{.}31$SV $($COrrect$)$

FS $+$ IB $+$ LG $+$ LV $+$ SG $+$ SV $=1($CoRRECT$)$

$1/5($Sigma Symbol $5$ Rs s $=1)=$ R $($CORRECT$)$

d$1$ R $??$

d$2$ R $??$

d$3$ R $??$

d$4$ R $??$

d$5$ R $??$

R $=10($CORRECT$)$

FS$,$ IB$,$ LG$,$ LV$,$ SG$,$ SV $0($CORRECT$)$

$($b$)$ Solve the model developed in part $($a$)$ with a required expected return of $10\%.($Round your answers to three decimal places.$)$

FS $=?$

IB $=?$

LG $=?$

LV $=0\mathrm{.}000($CORRECT$)$

SG $=?$

SV $=?$

Objective value $?$