Solver Portfolio Optimization, using binary variable

Hi,
I am hoping someone can help with with this problem.
I am trying to create a model that will maximize expected return by allocating assets across 11 different portfolio "buckets." Each bucket can have no more than 20% of the total assets and I need to allocate to at least 8 buckets. I would also like any bucket that has an alocation to have a minimum of 5% allocated to it, but have not yet worked on that part...
I have attempted to do get the base model, min 8 buckets, to work using a binary variable to turn each bucket on/off, but I cannot get the binary variable bucket to coincide with the % allocation bucket.

A basic version of what I have been working on is attached.

Any help would be greatly appreciated.

thank you.
Doug