About Markowitz Model in Financial Math

[patricksfxc]

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

 

[Ray Vickson]

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.