Please solve for all the parts and show work and I will rate your answer positively. Thank you!

Q1-There are two securities: A and B with the following characteristics: Security A has an expected return of My and a standard deviation of return of 01. Suppose security B has an expected return of M2 and a standard deviation of return of 02. The two assets are correlated. Suppose RK invests w fraction of her wealth in asset B. 1. Write down an expression for the expected return, the variance, and the risk of the portfolio made up of assets A and B held by RK. (10 pts.) 2. Assume short selling is possible. Plot the portfolio expected return versus w and clearly indicate the regions where short selling is allowed. Mark the slope. (10 pts.)