Hi can you solve these two subparts of the following question? Please explain steps and help me understand ASAP:

PART I.

PART II.

Assume the CAPM holds. Consider three feasible portfolios of stocks X, Y and Z with the following return characteristics: Portfolio X Y Z Expected return 7.5% 5% 10% Standard deviation 5% 10% 15% Consider an investor who invests $50,000 in a portfolio consisting of X and Z. $10,000 of that investment was funded with risk-free borrowing. The expected return of the investor's portfolio is 9.375%. i. Calculate the dollar amounts invested in each of X and Z. (4 marks) ii. If the correlation between X and Z is 2/3, what is the standard deviation of the investor's portfolio? (2 marks) Show that any portfolio on the Capital Market Line (CML) with a positive weight in the market portfolio is perfectly correlated with the market portfolio. Interpret this result. (6 marks)