Excatly this one but i need a right answer.

https://www.chegg.com/homework-help/questions-and-answers/4-capital-asset-pricing-model-capm-capm-may-influential-asset-pricing-model-time-relating--q91492671

The Capital Asset Pricing Model (CAPM): The CAPM may be the most influential asset pricing model of all time, relating the expected returns of an asset with how much its returns covary with the stock market. Specifically, given that the random return of stock n is in and the return of the stock market is market, with variance of market and expected returns A market, the CAPM predicts that

Covljen, market) In - R = Bn (Amarket - R), where Br = 2 market

In our model with investors with mean-variance preferences, everyone invests in portfolio w, given by (11) so w must be the stock market portfolio, leading to Amarket w?u, and o market = w Ew. Moreover, it is straightforward to show that the vector B = (B1, ...,BN)? R of covariances between stocks and the market, normalized by the market's variance, is 1 B -w. ww We can therefore rewrite the CAPM relationship on vector form as

H - R1 = Bw" (u - R1). (12)

(a) Using (11) and the other relations we have derived, show that the CAPM relationship (12) holds. Hint: It may be helpful to show that wT(4-R1) 1-1 (-R1)ww 1 as part of the proof.