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  3. (a) show that for any portfolio p, cov(rp,rmvp) =

(a) Show that for any portfolio p, cov(Rp,Rmvp) = var(Rmvp) where mvp is the minimum...

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Accounting

(a) Show that for any portfolio p, cov(Rp,Rmvp) = var(Rmvp) where mvp is the minimum variance portfolio.

(b) Let p be a frontier portfolio, and let q be any portfolio having the same expected return. Show that cov (Rp,Rq) = var(Rp).

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