Derive the expression [-frac{operatorname{cov}left(R^{theta}, delta ight)}{E(delta)}=frac{operatorname{cov}left(R^{theta}, R^{*} ight)}{operatorname{var}left(R^{*} ight)}left[Eleft(R^{*} ight)-R ight]]

Derive the expression

\[-\frac{\operatorname{cov}\left(R^{\theta}, \delta\right)}{E(\delta)}=\frac{\operatorname{cov}\left(R^{\theta}, R^{*}\right)}{\operatorname{var}\left(R^{*}\right)}\left[E\left(R^{*}\right)-R\right]\]