need answer of B/C/D please

1 The universe of available securities includes two risky stock funds, A and B, and T-bills. The data for the universe are as follows: The correlation coefficient between funds A and B is 0.2 a. Draw the opportunity set of funds A and B. b. Find the optimal risky portfolio, P, and its expected return and standard deviation. c. Find the slope of the CAL supported by T-bills and portfolio P. d. How much will an investor with A=5 invest in funds A and B and in T-bills