Please answer all question with details.

Consider a CAPM world $($i$.$e$.,$ investors have mean$-$variance preferences$),$ with the following

three risky assets that are uncorrelated with each other:

The risk free rate is $6\%.$

$($a$)$ What is the composition of the tangency portfolio?

$($b$)$ What is the Sharpe ratio of an efficient portfolio in this world?

$($c$)$ What is the equation of the capital market line?

$($d$)$ What is the equation of the security market line?

$($e$)$ What is the composition of the optimal portfolio for an investor who requires an

expected return of $15\%?$

$($f$)$ What is the standard deviation of the portfolio found in $($e$)?$