I am doing a homework right now and it goes as followed:

mean stdev

US 0.1355 0.1535

AU 0.1497 0.2298

Correlation of US-AU = 0.80 Assume the risk-free rate to be 7%.

a) Compute the weights for the minimum variance portfolio (MVP).

b) Compute the weights for the mean variance efficient (MVE) portfolio.

c) What is the slope of the Capital Allocation Line (CAL)?

I was able to figure out part A but how do I go about figuring out part B/C?