2. Given the result from problem 1 is true for any number of assets in a portfolio, and the constraint 671 - 1 = show that the optimal weights for the global minimum variance portfolio are 2-11 1Ty-11 That is, show this using matrix algebra, and not individual elements as done in pblm 1. You may find the identity (AB)T BI AT useful, for two square k x k matrices A and B . = 2. Given the result from problem 1 is true for any number of assets in a portfolio, and the constraint 671 - 1 = show that the optimal weights for the global minimum variance portfolio are 2-11 1Ty-11 That is, show this using matrix algebra, and not individual elements as done in pblm 1. You may find the identity (AB)T BI AT useful, for two square k x k matrices A and B . =