Urgent! Please answer subquestion (3), (4), (5), (6). Thanks!!!!!

= = Suppose the risk-free return hf 0.1 and the market return im = 0.6 and volatility Om = 0.5, given a portfolio A with Ma = 1, under Security Characteristic Line, please (1) calculate BA 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 o A = 1, calculate the proportion of the volatility due to the unmarket risk; (5) if we aim for a portfolio B with BB = 1.2, calculate COU(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). = | = = Suppose the risk-free return hf 0.1 and the market return im = 0.6 and volatility Om = 0.5, given a portfolio A with Ma = 1, under Security Characteristic Line, please (1) calculate BA 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 o A = 1, calculate the proportion of the volatility due to the unmarket risk; (5) if we aim for a portfolio B with BB = 1.2, calculate COU(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). = |