5. (Uncorrelated assets) Suppose there are n mutually uncorrelated assets The return on asset i has variance of The expected rates of return are unspecified at this point. The total amount of asset i in the market is X, We let TX, and then set x,X;/T, for i1,2, . Hence the market portfolio in normalized form is x = (x1, x2, x) Assume there is a risk-free asset with rate of return Find an expression for B, in terms of the x's and 's