I am posting the whole problem but I only need parts F- I please do so accordingly

3. Consider the constant expected return model for the N assets: Rit=i+itt=1,,Ti=1,2,,N,itiidN(0,i2),cov(it,jt)=ij,cor(it,jt)=ij (a) Define the following vectors and matrices: R=(),=(),t=()=(x=()) Thus x is a vector of portfolio shares with the constraint of x1=1. Denote one special kind of portfolio share x as m that solves minmp,m2=mms.t.m1=1 As we discussed in class, this portflio share is called the global minium variance portfolio. (b) Find the FOCs of the Lagrangian L(m,)=mm+(m11) with respect to m and (c) Solve the first FOC as m=2111, and multiply both sides by 1 to get . (d) Substitute the value of the into the equation for m=2111, and find the answer for m.. (e) Now assume n=2. Using the formula for the inverse of 2 by 2 matrix (1) and the answer from (c), confirm the followings: m1=12+222122212,m2=1m1 (f) Write down the optimization problem used to determine the tangency portfolio when the risk free rate is given by rf. Let t denote the vector of portfolio weights in the tangency portfolio. (g) What does the following ratio represent, in financial economics? (tt)1/2trf (h) It can be shown (no need to show) that t=11(rf1)1(rf1) Explain the economic concept of (rf1). Discuss the main difference between m in (d) and t. (i) Denote the tangency portfolio Rtan=tR. State Mutual Fund Separation Theorem and draw a portfolio frontier (with i=1,2, hence 2 risky assets) based on the Theorem. Discuss the resulting weights determination (xf for rf and xtan for Rtan) according to an investor's risk preferences