Can you post and explain the calculations for part a to c

QUESTION 3: Consider a financial market with only two securities: stock A and B (i.e. the market portfolio of risky assets is composed of A and B). The relevant information of stock A and B is given in the following table: Expected Standard return (E(R)) deviation (o) Stock A 80% 0.6 Stock B 15% 0.2 The correlation coefficient between the returns of stock A and B is p = - 0.1. The rate of return of the risk free asset is 13%. a) Draw and label the mean-variance frontier (i.e., the efficient frontier). Note: make sure you clearly label the axes as well as the coordinates of 100% A and 100% B. b) Now add the risk free asset. It is calculated that the tangency portfolio has a weight of WA=0.64 in stock A. It is also calculated that the Expected return and Standard Deviation of the tangency portfolio is 57% and 0.4 respectively. Add the Capital Market Line (CML) to the graph in part b), and note the tangency portfolio. c) Zack is an aggressive investor who would like to borrow money to invest in the risky portfolio. Indicate a sample point on the CML where Zack may choose to invest and explain why. ( a ) (b )