4. If we were computed as Ew, E(x) and portfolio variance would be computed as the sum of the terms in the n x n matrix var(z)- w, w, Cov(xa5) . Prove that portfolio variance in the case of n - 2 is given by the formula. var(z) = w,2 var(*) + 2w, w, cov(X, , x2 ) + w22 var(x, )- to form a portfolio Z where z = y w, x, , expected return would be i-1 1=1 4. If we were computed as Ew, E(x) and portfolio variance would be computed as the sum of the terms in the n x n matrix var(z)- w, w, Cov(xa5) . Prove that portfolio variance in the case of n - 2 is given by the formula. var(z) = w,2 var(*) + 2w, w, cov(X, , x2 ) + w22 var(x, )- to form a portfolio Z where z = y w, x, , expected return would be i-1 1=1