Problem 1. For an N-security portfolio, find the global minimum portfolio w which mini- mizes the variance of(W) = WTV W subject to the constraint WT 7 = 1. (Use a Lagrange Optimization with only one constraint only) Problem 1. For an N-security portfolio, find the global minimum portfolio w which mini- mizes the variance of(W) = WTV W subject to the constraint WT 7 = 1. (Use a Lagrange Optimization with only one constraint only)