Need help to Answer for PART B completely. Thanks

Suppose now, the investor cannot invest in all stocks traded in the market. Instead, he decides to invest only in stocks X, Y, Z with expected returns 10%, 20% and 25% respectively, and the risk-free asset R with return 4%. It is known that portfolio P with weights w_X = 0.5, w_Y = 0.4, w_Z = 0.2, w_R = -0.1 lies on the investor's efficient frontier and its standard deviation is sigma_P = 30%. What is the expected return of portfolio P? What is the Sharpe ratio of portfolio P? The investor decides that he wants a portfolio Q with standard deviation equal to 0.35 sigma_P and the highest possible expected return. What are the expected return and the Sharpe ratio of portfolio Q? How can the investor construct portfolio Q by investing in riskless asset and portfolio P? Is the information in part b sufficient to find the weights w_X^T, w_Y^T, w_Z^T, w_R^T of investor's tangency portfolio? If yes, find the tangency portfolio weights, if no, argue why