$10.($Tracking$)$ Suppose that it is impractical to use all the assets that are incorporated into a specified portfolio $($such as a given efficient portfolio$).$ One alternative is to find the portfolio, made up of a given set of n stocks, that tracks the specified portfolio most closely in the sense of minimizing the variance of the difference in returns. Specifically, suppose that the target portfolio has $($random$)$ rate of return in$.$ Suppose that there are n assets with $($random$)$ rates of return $11,12,.,.$ We wish to find the portfolio rate of return r $=11+...,($with $$1,0$; $=1)$ minimizing var$$r $-$ rm$).($a$)$ Find a set of equations for the or's. $($b$)$ Although this portfolio tracks the desired portfolio most closely in terms of vari$-$ ance, it may sacrifice the mean. Hence a logical approach is to to minimize the variance of the tracking error subject to achieve a given mean return. As the mean is varied, this results in a family of portfolios that are efficient in a new say, tracking efficient. Find the equation for the as that are tracking efficient sense