hi guys I have been given the following question and solution below. I just wondered if i could get a formula walk through and more thorough solution to how the solutions have been solved for each of the three questions , many thanks

a. A particular economy contains only two risky assets, X and Y, plus a risk-free asset. Asset prices in this economy satisfy the CAPM. Data on the two assets are given below. The correlation between returns on the two assets is exactly one third. Stock Shares Price E(R) Return volatility 20 0.21 50 0.15 25 0.15 80 0.09 i. Compute the market portfolio weights, the expected return on the market and the standard deviation of the market return. (5 marks) ii. Compute the beta on both assets. Comment on their absolute and relative magnitudes. (5 marks) iii. Calculate the risk-free rate in this economy. (2 marks)