please provide written answer. No excel.

The following expected return and the standard deviation of current returns are known: a) The correlation coefficient is 1 between security A and B. Find the expected return on the minimum-variance portfolio constructed from these two assets alone. (1 mark) b) Determine the weights of a portfolio with a standard deviation of 7% created by combining T-Bill and the market portfolio. (1 1/2 marks) c) Determine which of A or B is over-valued or undervalued. (1 mark) d) How will you invest $1000 in riskless T-bills and the risky assets in the Market Portfolio to maintain a standard deviation of 10%. ( 1% marks)