How to solve this? Which formulas are applied its parts?

(bem) and return. Are Abe Shift .2 Assume that the following data represent all risky securities in the economy: Standard Correlation coefficient matrix Security Value deviation A B C D 120 5.09% A 1.0 0 120 10,0% 1.0 130 20.0% 1.0 630 30.0% 0 1.0 $100 ()) What Is the market portfolio (Le. what percentage of each security must be invested to achieve the market portfolio)? What is the stan- dard deviation of the market portfolio? (ID) If the risk-free rate of return is 29% and the expected return on the market portfolio is 79%, what is the capital market line equation? (III) If the risk-free rate of return is 2% and the expected return on the market portfolio is 79%, what is the security market line equation? (iv) A pension fund that you are advising wishes to have an expected rate of return of 5%. How should the fund invest to obtain this? What would be the standard deviation and the beta of the pension fund's portfolio