Please answer the entire question in detail so I can learn.

Suppose that you are in the capital asset model with N > 2 stocks and a risk free asset. You are not able to purchase the risk-free asset directly, but you are able to enter short or long positions in two distinct portfolios a = (an,...,an) and b = ( bb), both of which lie along the market line. Show that you can reproduce the risk-free asset from a combined position in these two portfolios. This result is sometimes known as the Two Mutual Fund theorem. Hint: every portfolio on the market line has a special relationship to the market portfolio (tangency portfolio), Suppose that you are in the capital asset model with N > 2 stocks and a risk free asset. You are not able to purchase the risk-free asset directly, but you are able to enter short or long positions in two distinct portfolios a = (an,...,an) and b = ( bb), both of which lie along the market line. Show that you can reproduce the risk-free asset from a combined position in these two portfolios. This result is sometimes known as the Two Mutual Fund theorem. Hint: every portfolio on the market line has a special relationship to the market portfolio (tangency portfolio)