13. (Quadratic pricing o) Suppose an investor uses the quadratic utility function U(x): xx Suppose there are n risky assets and one risk-free asset with total return R Let Ry be the total return on the optimal portfolio of risky assets. Show that the expected return of any asset i is given by the formula R-R = P(RMR) where B, cov(RM. R.)/ [Hint Use Exercise 10 Apply the result to R itself ]