A question about stochastic discount factors, a return on the mean-variance frontier

Suppose there are two equally likely states of nature: expansion (E) and recession (R). There are two assets (A and B) whose prices and payoffs as a function of the states of nature are given by the table below: State Asset Price Expansion Recession (1/2) (1/2) A 0.75 1 O B 0.5 0 2 3) Find the set of stochastic discount factors (sdfs) for this economy. (10 marks) ) ) d) A portfolio advisor states \"my portfolio of assets A and B delivers an expected (gross) return of 2 with a standard deviation of 1". Explain whether this statement is consistent with the table above. (10 marks) Do these payoff spaces and asset prices leave no arbitrage? Explain. (10 marks) Find the price of a bond that pays 1 in every state. (10 marks) (e) Find a return on the mean-variance frontier. Explain your reasoning. (10 marks)