a question about an asset which is in zero net supply and mean-variance efficiency

2. Consider an economy with two risky assets and a risk-free bond. The covariance between the returns of the two risky assets is 4. Suppose the CAPM model correctly describes the asset returns and the following information is available: Asset Number of Shares Price Expected Return Return Variance 2 2 1/4 2 1 2 W 3/4