Suppose that the standard deviation of the return on a tangency portfolio T of two risky assets A and B is 6%, and its Sharpe ratio is 1/3.

1. If the risk-free return is 2%, what is the expected return on the tangency portfolio?
2. When combined with the risk-free asset, the weight on the risky asset is 50%. What is the standard deviation of the efficient portfolio?
3. Suppose the tangency portfolio T's weighs on assets A and B are 70% and 30%, respectively. What are the weights of the two risky assets (separately) and the risk-free asset of the efficient portfolio P?
4. Given tangency portfolio T's weights in 3. and its expected return in 1., what is the expected return on asset A if the expected return on asset B is 8%?