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I am reading Harris' Algebraic Geometry - a first course, and I am stuck at trying to figure out how the chords of a rational normal cubic curve form a projective variety. Could anyone point me in the right direction for understanding this?

baltazar
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This isn't necessarily obvious immediately, but every point of $\mathbb{P}^3$ is on some (unique, in fact) chord of the twisted cubic. So it's not interesting to consider "points in $\mathbb{P}^3$ lying on chords to the twisted cubic". Rather, the point is to look in the Grassmannian,

$$G(2,4) = \{\text{lines } \ell \text{ in } \mathbb{P}^3\} = \{\text{2-dimensional vector subspaces of } \mathbb{C}^4\}.$$

This is, itself, a projective variety, with a standard embedding in $\mathbb{P}^5$ -- if you aren't familiar with it, you might be better off learning a bit more about it before doing this problem. You can probably find this info elsewhere in the textbook, or on the internet. I happen to have written a blog post or two about Grassmannians in general here: http://levjake.wordpress.com/2014/07/09/schubert-calculus-i-geometry-of-gkn/. But I can't promise it'll be accessible.

Anyway, you want to consider the subset of $G(2,4)$ consisting of those lines $\ell$ that are chords (or tangents) to the twisted cubic, and show that this is a closed (algebraic) subset of $G(2,4)$, hence also a projective variety.

This more or less boils down to the fact that the condition "$\ell$ is a chord to the twisted cubic" is a Zariski-closed condition, meaning you can express it in terms of certain algebraic equations that must be satisfied in $G(2,4)$.