\begin{tabular}{l} \hline Question 2 \\ Not yet saved \\ Marked out of \\ 7.00 \\ P Flag question \end{tabular} The information of two companies, A and B, are listed in the following table. The T-bill rate is 5%. The market portfolio has an expected return 20% and standard deviation 16%. a) Draw the Security Market Line and mark Company A, B and the Market portfolio. [3] b) What is the minimum variance portfolio containing Company A and B? [4]