please please solve it in 20 mins I will thumb you up please

Suppose you have a riskless security at 5% and a market portfolio with a return of 9% and a standard deviation of 4%. a) You invest in the riskless security and the market portfolio above and your portfolio has standard deviation of 6%. How is your investment decision (in terms of weight of each assets and explain your necessary action)? (10 points) b) What is the expected return of your portfolio? (10 points)