can you write this out on paper instead of typing it? Thank you!

4. (Quick CAPM derivation) Derive the CAPM formula for 7-17 by using Equation (6.9) in Chapter 6. (Hint: Note that oik w; = cov(1k, 3M). i=1 Apply equation (6.9) both to asset k and to the market itself.] Soln : rk = return on asset and rf is risk free return For optimal portfolio/effiecient portfolio, we know that rk - rf = ?*(?Wk* ?1k )............ (1) As it is given that ?wk* ?1k = Cov(rkrm) Also, we can write that rm -rf = ?*Cov(rm, rm) or ? = (rm - rf)/?m? Put the value of ? in egn (1) here rk - rf = (rm -rf)/?m2 *Cov.(rkorm) rk- rf = (rm -rf)* Cov.(rkorm)/?m? But we should also know that Cov.(rkrm)/?m2 = ?k Hence, we can say that rk -rf = (rm -rf )*?k which is CAPM model equation. 4. (Quick CAPM derivation) Derive the CAPM formula for 7-17 by using Equation (6.9) in Chapter 6. (Hint: Note that oik w; = cov(1k, 3M). i=1 Apply equation (6.9) both to asset k and to the market itself.] Soln : rk = return on asset and rf is risk free return For optimal portfolio/effiecient portfolio, we know that rk - rf = ?*(?Wk* ?1k )............ (1) As it is given that ?wk* ?1k = Cov(rkrm) Also, we can write that rm -rf = ?*Cov(rm, rm) or ? = (rm - rf)/?m? Put the value of ? in egn (1) here rk - rf = (rm -rf)/?m2 *Cov.(rkorm) rk- rf = (rm -rf)* Cov.(rkorm)/?m? But we should also know that Cov.(rkrm)/?m2 = ?k Hence, we can say that rk -rf = (rm -rf )*?k which is CAPM model equation