Let $r_i$ be the return of asset $i.$ Let $x_i$ be the fraction of the portfolio in asset $i.$ Let ${}_i$ be the mean return of asset

$i.$ Let ${}_{i,j}$ be the covariance of the returns of asset i with asset $j.$ You may assume there are $n$ securities and $m$

constraints on linear combinations of securities$.$ Assume the first $K$ are equities and the remainder are debt. Say

that assets indexed by even values of i are domestic securities and odd values of i are international securities$.$Fill out the parts of the general portfolio problem so that domestic assets are at most

$50\%,$ debt is at least $20\%$ of assets, and the full$-$investment requirement holds.