please answer asap and i will leave a thumb up!!!

Assume you have two investment opportunities. 1. Corporate Disasters (CD) has expected returns E(RCD)=4% and standard deviation of returns 9%. 2. Nevada beach front properties (NBF) has expected returns E(RNBF)=10% and standard deviation of returns 18%. Risk free rate is Rf=1%. a) Calculate Sharpe ratios of these two portfolios. b) Assume you can invest only in one of those companies (and a risk free rate). Assume your target rate of return is 6%. Calculate portfolios with CD\&RF and NBF\&RF which would deliver this return. Which portfolio has smaller standard deviation and why? c) Assume you have a portfolio which is not efficient. Assume Corporate Disasters have market beta of CD=0.5 and Nevada beach front properties have market beta NBF=4. Calculate Treynor measures for those securities. Which one should you add to your portfolio to increase the Sharpe ratio