hi guys if i could get a dull solution to this question it would be really appreciated , 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 50 200 0.15 0.15 0.09 80 25 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) iv, Compute Sharpe ratios for X and Y and for the market portfolio. Comment on their relative magnitudes and, in particular, on the size of the market Sharpe ratio relative to those on X and Y. (3 marks) 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 50 200 0.15 0.15 0.09 80 25 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) iv, Compute Sharpe ratios for X and Y and for the market portfolio. Comment on their relative magnitudes and, in particular, on the size of the market Sharpe ratio relative to those on X and Y