A question about Lagrange multiplier(when $\lambda=0$) I need help in a maximization problem(finding the optimal investment portfolio).

where $R_s$ and $\Phi$ are $n$ by $1$, with other variables being scalars.
$C^s$ is consumption (or wealth) of an investor, $R_s$ (or $R$) is the return rates of risky assets while $R_f$ is the return rate of a risk-free asset(say government bond), $\Phi$ is the quantities of risky assets, $\phi_f$ is the quantity of the risk-free asset, $\omega$ is the quantity of all the assets(so $\phi_f+\Phi' \cdot 1=\omega$), and $u(\cdot)$ is the investor's utility function.
The solution to this problem gives the following first order condition(FOC) i.e. taking derivative w.r.t. $\Phi$ (assuming integration and differentiation can be exchanged):

But there's actually a constraint: $\phi_f+\Phi' \cdot 1=\omega$, so I tried Lagrange but couldn't get the same result:
$$L(\Phi, \lambda)=E[u(c)]+\lambda(\omega-\phi_f-\Phi' \cdot 1 )$$ with FOCs:
$$\partial L/\partial \Phi =E[u'(c)(R-1\cdot R_f)]-\lambda \cdot 1=0$$
$$\partial L/\partial \lambda =\omega-\phi_f-\Phi' \cdot 1 =0$$
I couldn't get the same result from above. To have the result in the solution I must have $\lambda=0$ but I'm not sure in what cases it can hold. Please let me know which parts I did wrong.
A $\lambda = 0$ means that the objetive function's derivative with respect to the restriction is zero. In more intuitive terms, one cannot change the expected utility of consumption by relaxing or tightening the budget restriction. This is a weird case, for sure, I think you're missing something here. Maybe telling us what the variables mean can help?