4. In the case of n risky assets the set of efficient portfolios (i.e. the efficient frontier) can be parametrised by a single real parameter t as follows w(t)=011tC1e+tC1r. Let E(t) and V(t) be the expected return and the variance of the portfolio w(t). Show that E(t)=01(1+t) and V(t)=01(1+t2). 4. In the case of n risky assets the set of efficient portfolios (i.e. the efficient frontier) can be parametrised by a single real parameter t as follows w(t)=011tC1e+tC1r. Let E(t) and V(t) be the expected return and the variance of the portfolio w(t). Show that E(t)=01(1+t) and V(t)=01(1+t2)