ASAP plz

based on Investment Science (Luenburger, David G) Chapter 6.

Assume that there are only two stocks (risky assets) and risk-free assets in the stock market as follows. When the risk-free rate is 5% and the correlation coefficient between the returns of the two stocks is 0.3, answer the following: Stock 1: Expected return 13%, standard deviation 20% Stock 2: Expected return 8%, standard deviation 12% (1) Find the weight of stocks 1 and 2 to make up the Tangency Portfolio (i.e. Market Portfolio)M (Hint: Maximize the slope) (2) Find the expected return and standard deviation of the Market Portfolio obtained from (1) (3) Find the Market Portfolio equation of the Capital Market Line. (4) Find the equilibrium rate of return according to the beta and CAPM of stocks 1 and 2. (5) Divide the total risk of stocks 1 and 2 into systematic risk and non-systematic risk Calculate each. (6) Find the expected return and standard deviation of this portfolio when 40% of the investment is invested in the market portfolio and 60% in risk free assets. (7) ( Find the covariance and correlation coefficient between the portfolio obtained in (6) and the market portfolio. (8) Draw the capital market line on a flat surface and display the portfolio, stock 1, stock 2, and market portfolio M obtained in (6).