Determine the equation of a line asymptotic to the Markowitz N-security efficient frontier in the (sigma P, mu P)-plane. Let wa and wb, be any two distinct minimum-variance portfolio vectors. For suitable constants a and b, these vectors can be expressed in the following form: where wG and wD are the global minimum-variance and diversified portfolio vectors, respectively. Show that any minimum-variance portfolio vector w can be expressed as Show that the covariance is given as follows: Determine the equation of a line asymptotic to the Markowitz N-security efficient frontier in the (sigma P, mu P)-plane. Let wa and wb, be any two distinct minimum-variance portfolio vectors. For suitable constants a and b, these vectors can be expressed in the following form: where wG and wD are the global minimum-variance and diversified portfolio vectors, respectively. Show that any minimum-variance portfolio vector w can be expressed as Show that the covariance is given as follows