61 quarterly return data is provided for three assets: US Equities, Emerging Market (EM) Equities and Developed Markets

[answerhappygod]

61 quarterly return data is provided for three assets: US
Equities, Emerging Market (EM) Equities and Developed Markets
(EAFE) ex US are provided above. Create a MV optimized portfolio
that generates a return of 1.8% per quarter, and ensure that each
asset has a minimum allocation of 5% and maximum of 100%. The
volatility of this portfolio is:
Group of answer choices
a. No answer is possible since the required return is too
low.
b. 10.54% per quarter
c. 10.11% per quarter
d. No correct answer is provided for this question
e. 10.15% per quarter