How to calculate the weight of a mean variance portfolio

Hi everyone, I want to create a mean-variance portfolio of 6 risky assets and 1 risk free. The investor has a target portfolio volatility s*= 0.10. Moreover, the weights of each asset of the portfolio should be constrained between -1<w<2. Hence, the investor wants to maximize the portfolio's expected return E(r_p) = w'E(r) + (1-w'i)rf, subject to the constraint (s*)^2= w'Sw, where w is a 6x1 vector, E(r) is a 6x1 vector of returns, i = ones(6,1), and rf is a scalar, S is the variance-covariance matrix of the risky assets. Does anyone know how to solve this problem with the Financial Toolbox? The manual is helpful but doesn't go through the algebra to know exactly what you are doing.