(c) Derive the dual Lagrangian Lp , by proceeding as follows: (i) Minimize L w.r.t. the weights. Hint: solve VL=0 for the optimal weight w* (in terms of 2, and other aL variables); and set -0 and simplify. awo (ii) Substitute your expressions from part (i) into L, and use your expression from aL = 0 as a new constraint, to express Ly as: awo N N N LD ( 2 ) = - { EXx, 2, zz, u; u; + Ex; i=1 j=1 i=1 N subject to the (new) constraint: La,z; =0 . Also carry over your previous i=1 restrictions on 2; as part of the KKT conditions