$1.$ Is it possible to construct a portfolio of real$-$world stocks that has a required return equal to the risk$-$free rate? Explain.

$2.$ Stock A has an expected return of $7\%,$ a standard deviation of expected returns of $35\%,$ a correlation coefficient with the market of $20\mathrm{.}3,$ and a beta coefficient of $20\mathrm{.}5.$ Stock B has an expected return of $12\%,$ a standard deviation of returns of $10\%,$ a $0\mathrm{.}7$ correlation with the market, and a beta coefficient of $1\mathrm{.}0.$ Which security is riskier? Why?