6. (20 points) You have identified four stocks for your portfolio and you wish to determine the percent of your total available funds that you should invest in each stock. The relevant data a provided in the following tables. Stock Annual Return Variance 1 0.18 0.112 23 0.12 0.061 0.10 0.045 4 0.15 0.088 Stock Combination Correlations 1,2 0.9 1,3 0.7 1,4 0.3 2,3 0.8 2,4 0.4 3,4 0.2 You want a total annual return of at least 0.13. You are not allowed to be short on any stock. At least 10% of your wealth should be invested in each stock and no stock should make up more than 50% of the portfolio. Provide an algebraic formulation of a quadratic program to determine a portfolio that maximizes the Sharpe ratio subject to the stated constraints if the risk free rate is 4%. Do NOT use a generic model. Make sure to define all variables and label all functional constraints.