Hello, please help with these three questions. This is financial economics.

Question 11. (a) Write the ,6 of an asset in terms of its variance and covariance. (13) Write the ,6 of a portfolio in terms of the (3's and weights of each asset. (c) Plug your answer for part (a) into your answer for (b) and show what the 6 of the market index is. Question 12. Suppose there are two stocks, A and B. Stock A has an expected return of 8% and [ = 1. Stock B has expected return of 12% and 63 = 1.5. The market expected return is 6%. The risk-free rate is 2%. What are the 01's of each stock? Which stock is a better buy? Is this a violation of CAPM? Why or why not? Explain. If CAPM is violated here, what must BA and 63 be for CAPM to be valid? Question 13 . Suppose there are only two risky assets with variances of and o; and correlation coefficient* p. Solve for the portfolio that has minimum variance