Answer the following questions. a) Show that maximizing the following problem: max T wμ-r (w²Ew)' 1/2 Subject to w₁ +W₂ + ... + W₁ = = 1 will receive the tangency portfolio W = Σ¹(u-r,1) 1¹E-¹ (μ-r1) where Σ is a matrix whereas w, μ and 1 are vectors.

Q2.41 = x(t): etle е 0 gal t/5 Cal e is the general Solution linear syestem *1 = Z₂. Figure out the matrix Z. write Z = 263) of the constant coefficient your answer below.

7. (a) Find the equation of the straight line y = ao + a₁t which best fits the following points: 12 13 4 t y 1 3 4 2 2 3 (b) Find the projection matrix onto C(A), the column space of A, where A = 1 1 1 2 1