How can I find the tangency portfolio. Thanks

1. Find the tangency portfolio associated with the following securities listed in Table 1. You may assume a risk-free rate of 4% and the Table 1: Securities Securities Expected Return 1.5 C ACNE Beta Unsystematic Risk, 02 500 1.1 625 1.0 600 800 0.7 0.9 600 variance of the market index is 400. 1. Find the tangency portfolio associated with the following securities listed in Table 1. You may assume a risk-free rate of 4% and the Table 1: Securities Securities Expected Return 1.5 C ACNE Beta Unsystematic Risk, 02 500 1.1 625 1.0 600 800 0.7 0.9 600 variance of the market index is 400