Suppose the risk-free return f = 0.2 and the market return M = 0.5 and volatility M = 0.4, given a portfolio A with fair

Suppose the risk-free return μf = 0.2 and the market return μM = 0.5 and volatility σM = 0.4, given a portfolio A with fair return μA = 1, under Security Characteristic Line, please 

(1) calculate βA of portfolio A; 

(2) determine portfolio A is aggressive or neutral or passive; 

(3) calculate the minimum possible variance for portfolio A and describe how we might assemble such portfolio from market portfolio and risk-free asset; 

(4) if the volatility of portfolio A is σA = 1.5, calculate the proportion of the volatility due to the market risk; 

(5) if we aim for a portfolio B with
βB = 1.2, calculate cov(RB , RM ) and the market risk we have to bear; 

(6) calculate the covariance between the return of portfolio A and B (i.e. cov (RA,RB)).