$(4$ points$)$ Assume that the following market model adequately describes the returngenerating behavior of risky assets:

Where:

$R_{it}={}_i+{}_i{R}_{Mt}+{}_{it}$

$R_{it}=$ The return on the i thtasset at Time $t.$

$R_{Mt}=$ The return on a portfolio containing all risky assets in some proportion at Time $t.R_{Mt}$ and ${}_{it}$ are statistically independent.

Short selling $($i$.$e$.,$ negative positions$)$ is allowed in the market. You are given the following information:

$\backslash$table$[[$Asset$,{}_i,E(R_i),$Var$({}_i)$