please show the workings and explain in detail for understanding. Thank you

You can form a portfolio of two assets, A and B, whose returns have the following characteristics: Stock Standard Deviation Beta Correlation A 20% 1.2 0.5 B 40% 0.8 The risk-free rate is 4%, and the expected return on the market portfolio is 14%. Required i. Compute the expected return of two stocks, using the capital asset pricing model. (4 marks) ii. Compute the portfolio weights for each stock for an expected return of 15%. (4 marks) iii. Compute the portfolio's standard deviation. (4 marks) iv. Compute the beta of the investment portfolio. What's the sharp ratio of the investment portfolio? (4 marks)