A portfolio is on the mean$-$variance frontier if it has the smallest return variance of all portfolios with a specified level of expected return. That means that an investor will pick a level of portfolio expected return $\backslash$mu $,$ and try to minimise the return variance subject to the constraint that the mean return is equal to $\backslash$mu $.$ Assume that you have N risky assets in your portfolio.

Required

a$)$ Write down the minimisation problem that the investor faces in matrix form, and define all components.