About Markowitz Model in Financial Math

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patricksfxc said:
https://www.dropbox.com/s/4gwmoo00hn523fk/hi.jpg

I've been working on it for several days...the dual problem is way easier but the professor asked us the do the primal one

The question includes a hint. Have you used it?

Anyway, forum rules say you must show your work.
 
There are two things I don't understand about this problem. First, when finding the nth root of a number, there should in theory be n solutions. However, the formula produces n+1 roots. Here is how. The first root is simply ##\left(r\right)^{\left(\frac{1}{n}\right)}##. Then you multiply this first root by n additional expressions given by the formula, as you go through k=0,1,...n-1. So you end up with n+1 roots, which cannot be correct. Let me illustrate what I mean. For this...
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