true/ false for these parts of a question with explanation

& Suppose we have a portfolio consisting of a fraction a of asset A and a fraction 1-a of asset B. Then the mean return and standard deviation of the portfolio always grow lingarly with a. For two risky assets, the introduction of a risk-free asset will reduce the standard deviation for the optimal portfolio on the minimum variance set. The solution to the mean-variance optimization problem using estimated is not optimal war.t. the solution using the true F