A two$-$asset economy comprises assets with the following parameters:

Asset $1$ Expected returns $0\mathrm{.}35$ and Variance of returns $0\mathrm{.}14$

Asset $2$ Expected return is $0\mathrm{.}25$ and variance of returns $0\mathrm{.}1.$

The covariance of returns between the two assets is $0\mathrm{.}05$ and the risk$-$free rate is $10\%.$

$($a$)$ Deduce the equation of the Capital Market Line $($CML$)$;

$($b$)$ Find the expected return and the standard deviation of the market portfolio;

$($c$)$ Find the composition of the market portfolio $($i$.$e$.,$ weights of assets $1$ and $2).$