Can someone explain it in details not only answers

2rp 045804 yrp_ 21.4% Given a bond with expected return of 5% and standard deviation of 8%, A stock with return of 10% and standard deviation of 20%, a correlation of 0.10 between the d stock. The Treasury bill return is 3%. Tabulate and draw the investment bond an opportunity set of the two risky assets, using the increment of 25% in investment weight. the CAL between the risk free investment and the optimal portfolio. Risk Plot the investment opportunity set, mark the minimum variance portfolio, the optimal portfolio and draw Ret Stock ||re 10% Tbill Irf 3% 20% sharpe Bond Stock Weight Weight Portfolio Return Portfolio Standard Portfolio Sharpe deviation Ratio 0% 75% | 25% ,50%-50% 25% 75% 100%