8. Recall that efficient portfolio allocations are of the form w = a +b, where is the expected return on the portfolio and the vector a and 6 were described in lectum (*) Prove that "b0 (b) Prove that i'a 1. (e) Prove that w"=. 8. Recall that efficient portfolio allocations are of the form w = a +b, where is the expected return on the portfolio and the vector a and 6 were described in lectum (*) Prove that "b0 (b) Prove that i'a 1. (e) Prove that w"=