ASAP plz.

Based on Investment Science

Assume that there are only two stocks in the market: There are no risk-free assets. The market value (market cap) of stock A and stock B is KRW 5 billion, respectively, and the correlation coefficient between the returns of the two stocks is zero. E(A) = 10%, s(A)=20% / E(B)=5%, s(B)=10% Answer the following questions. (1)Find the return and standard deviation of the market portfolio M. (2)Find the ratio of stock A and stock B when composing a zero beta portfolio, respectively. (However, short selling and borrowing are allowed.) (3) Find the return, systematic risk, and unsystematic risk of the zero beta portfolio. (However, indicate the risk as standard deviation.) (4) Use (1), (2), and (3) to find the Security Market Line. (5) Graph the role of risk-free assets in a zero-beta portfolio on the return-risk plane. (Hint, indicate the market portfolio (M) and the zero beta portfolio (Z) on the investment opportunity line) (6) Find the Minimum Variance Portfolio (MVP). (7) Zero Find your beta portfolio using A and MVP.