Please proof the following formula:

When we maximize the objective function, Sp, we have to satisfy the constraint that the portfolio weights sum to 1.0, that is, wD + WE = 1. Therefore, we solve an optimization problem formally written as E (r ) - r Max Sp = Pf W1 0'}, subject to 2w,- = 1. This is a maximization problem that can be solved using standard tools of calculus. In the case of two risky assets, the solution for the weights of the optimal risky portfolio, B is given by Equation 7.13. Notice that the solution employs excess returns (denoted R) rather than total returns (denoted r).6 = M \"Rabi + E(RE)0129 - [E(RD) + E(RE)] Cov(RD, RE) WE=1_WD WD (7.13)