11 (Refer to Problem 9 data.) Suppose that you now hold 30% of your investment in stocks, 50% in T-bills, and 20%

in gold. Assume that transactions incur costs. Every $100 of stocks traded costs you $1, every $100 of your gold portfolio traded costs you $2, and every $1 of your T-bill portfolio traded costs you 5¢. Find the minimum variance portfolio that yields, after transaction costs, an expected return of at least 10%. (Hint: Define variables for the dollars bought or sold in each investment.)