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QUESTION

If det(C) is not equal to 0, then the portfolio-weight vector \tilde{w} lies on the MLV (with mean return \mu ) then it can be expressed as \tilde{w}...

If det(C) is not equal to 0, then the portfolio-weight vector ​ lies on the MLV (with mean return  ) then it can be expressed as

​​​

where ​ and ​ do not depend on . Explicitly write down the quantities ​ and ​ .

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