Mostly concerned of having an explanation in how to do b)

Thank you

Dr.Z's investment portfolio is equally invested in Stock Y and Market Portfolio. The risk-free rate is 2%. Additional information on Stocks Y and the Market Portfolio is provided below. Stock Y Market Portfolio Expected Return 0% 15% Standard Deviation 0.1342 0.0671 Beta 1 The correlation between returns of Stock Y and the Market Portfolio is 0.5. a) What is the expected return and the standard deviation of Dr.Z's portfolio? b) If Dr.Z wants an expected return of 10% on his portfolio, what should the portfolio weights be? c) What should be the required returns on Stock Y according to CAPM? Is Stock Y correctly priced according to CAPM? d) What is the beta of Dr.Z's portfolio? (2 marks)