Question: Please answer red x marks thanks A second version of the Markowitz portfolio model maximizes expected retum subject to a constraint that the variance of

Please answer red x marks thanks

variance of the portfolio must be less than or equal to some

A second version of the Markowitz portfolio model maximizes expected retum subject to a constraint that the variance of the portfolio must be less than or equal to some specified amount. Consider the Hauck Financial Servico data. Click on the datafile logo to reference the data. DATA (a) Construict this version of the Markowitz model for a moximum variance of 38 . Let: FS= proportion of portfotio invested in the foreign stock mutual fund IB= proportion of portfolio invested in the intermediate-term bond fund 1G - proportion of portfolio invested in the large-cap growh fund (b) Solve the model developed in part (a): If required, round your answers to two decimal places. If your answer is zero, enter " 0 ". FS,IB,LG,LV,SG,ST (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 Return = A second version of the Markowitz portfolio model maximizes expected retum subject to a constraint that the variance of the portfolio must be less than or equal to some specified amount. Consider the Hauck Financial Servico data. Click on the datafile logo to reference the data. DATA (a) Construict this version of the Markowitz model for a moximum variance of 38 . Let: FS= proportion of portfotio invested in the foreign stock mutual fund IB= proportion of portfolio invested in the intermediate-term bond fund 1G - proportion of portfolio invested in the large-cap growh fund (b) Solve the model developed in part (a): If required, round your answers to two decimal places. If your answer is zero, enter " 0 ". FS,IB,LG,LV,SG,ST (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 Return =

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