$12pts$ Show that if det$(C)0$ and the risk free rate $R$ is lower than the expected

return ${}_{MVP}$ of the minimum variance portfolio, then the market portfolio $M$ exists and

its weights are given by

$w_M=\frac{(m-Ru)C^{-1}}{(m-Ru)C^{-1}{u}^T}$

$($Note: $\{$:$w_{MVP}=\frac{u{C}^{-1}}{u{C}^{-1}{u}^T}.)$