Given the following variance-covariance matrix and expected returns vector (for assets X and Y, respectively) for a

Question:

Given the following variance-covariance matrix and expected returns vector (for assets X and Y, respectively) for a two-asset world:

(a) What is the expected return of a zero-beta portfolio, given that 50% of the index portfolio is invested in asset X and asset Y?
(b) What is the vector of weights in the global minimum-variance portfolio?
(c) What is the covariance between the global minimum-variance portfolio and the zero- beta portfolio?
(d) What is the equation of the market line?

Expected Return
The expected return is the profit or loss an investor anticipates on an investment that has known or anticipated rates of return (RoR). It is calculated by multiplying potential outcomes by the chances of them occurring and then totaling these... Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...