The information of two companies, A and B, are listed in the following table.

The T-bill rate is 5%. The market portfolio has an expected return 20% and standard deviation 16%.

Company	A	B
Market expected return	17%	23%
Beta	0.75	1.25
Firm Specific Risk in terms of Standard Deviation	5%	15%

a) Draw the Security Market Line and mark Company A, B and the Market portfolio. [3]

b) What is the minimum variance portfolio containing Company A and B? [4]

Show all working steps. If you are using excel to solve the question, you are required to write out all excel functions used in the answers.