please show all steps

Part B. Short-Answer Questions The universe of available securities includes two risky stock funds, A and B, and T-bills. The data for the universe are as follows: Expected Return Standard Deviation 10% 20% T-bills The correlation coefficient between funds A and B is - 2. (1 pt) 18. Find the optimal weights, W. and W option command command option (1 pt) 19. Find E(Tp) and op (1 pt) 20. Find the optimal weights for the global minimum-variance portfolio option command command