(Uncorrelated assets) Suppose there are n mutually uncorrelated assets. The return on asset i has variance oz. The expected rate of returns are unspecified at this point. The total amount of asset i in the market is X. We let T = L-X and then set ri X;/T, for i = 1, 2, ..., n. Hence the market portfolio M in normalized form is x = (11,12, .In). Assume there is a risk-free asset with rate of return rf. Find the expression for B, in terms of the ri's and o;'s