Solve Markowitz's MVO model for constructing a portfolio of US stocks, bonds and cash using arithmetic means (instead of geometric means as in class):Stocks Bonds MM Arithmetic mean returns 12.06% 7.85% 6.32%For R = 6.5%,what is the min objective?
A. 0.001
B. 0.0011
C. 0.0039
D. None of above