Please show how the variance is derivated in the picture below. specificly the last equation shown in the picture

Derivation of the CAPM (Cont'd) Consider a portfolio p with a% invested in asset I, and (1-a)% in the market portfolio M E (Rp) = a * E (R1) + (1-a) * E (Rm) of=a2 of + (1-a)20m+ 2 a (1-a) 0,m The derivatives of the portfolio with respect to the weight a are then: a E (Rp) E(RI) - E(R.) qp_ovao( + { [ o+ (1-a) c# + 2 a (1-a) Om]} - [ 2a 0+-20m+ 2 aon+ 2 0m - 4 aoim)