8. Recall that efficient portfolio allocations prn of the form w = pla +b, where he is the expected return on the portfolio and the vectors a and b were described in lecture. (a) Prove that b0. (b) Prove that u'a = 1. (c) Prove that w'u=p. 8. Recall that efficient portfolio allocations prn of the form w = pla +b, where he is the expected return on the portfolio and the vectors a and b were described in lecture. (a) Prove that b0. (b) Prove that u'a = 1. (c) Prove that w'u=p