can u answer this in detail

A universe of securities includes a risky stock (X). a stock-index fund (M), and T-bills. The data for the universe are: Expected Return Standard Deviation 50% T-bus The correlation coefficient between X and M is-2. . Find the minimum variance portfolio, its expected return, standard deviation, and Sharpe ratio b. Find the optimal risky portfolio (O), its expected retum, standard deviation, and Sharpe rato. Compare with the Sharpe ratio of X and Meach taken individually *C. Find the slope of the CAL generated by T-bills and portfolio o d. Suppose an investor places 2/9 (i.e., 22.22%) of the complete portfolio in the risky portfolio O and the remainder in T-bills. Calculate the composition of the complete portfolio, its expected return, SD, and Sharpe ratio A universe of securities includes a risky stock (X). a stock-index fund (M), and T-bills. The data for the universe are: Expected Return Standard Deviation 50% T-bus The correlation coefficient between X and M is-2. . Find the minimum variance portfolio, its expected return, standard deviation, and Sharpe ratio b. Find the optimal risky portfolio (O), its expected retum, standard deviation, and Sharpe rato. Compare with the Sharpe ratio of X and Meach taken individually *C. Find the slope of the CAL generated by T-bills and portfolio o d. Suppose an investor places 2/9 (i.e., 22.22%) of the complete portfolio in the risky portfolio O and the remainder in T-bills. Calculate the composition of the complete portfolio, its expected return, SD, and Sharpe ratio