MULTI PART ABCDE Find the optimal weights, W$($A$)$ and W$($B$).$

Find E$($rp$)$ and $($sigma p$)($stand dev, P$)$

Find the optimal weights for the global minimum$-$variance portfolio.

Find the slope of the CAL.

Given A $=5,$ calculate a proportion, y$,$ in the optimal risky portfolio of: