Suppose that there are $2$ assets with $1=0\mathrm{.}20,\backslash$sigma $1=0\mathrm{.}40,2=0\mathrm{.}10,\backslash$sigma $2=0\mathrm{.}25$ and

$\backslash$sigma $12=0\mathrm{.}005.$

$($a$)$ If $0=0\mathrm{.}02,$ what are the market portfolio return and variance? What are the corresponding weights