$2.$ Suppose the risk$-$free return f $=0\mathrm{.}1$ and the market return $=0\mathrm{.}5$ and volatility $=0\mathrm{.}4,$ given a portfolio A with A$=1$ and unmarket risk $0\mathrm{.}6,$ under Security Characteristic Line, please $(1)$ calculate A of portfolio A; $(2)$ determine portfolio A is aggressive or neutral or passive;$(3)$ show how to assemble an efficient portfolio which has the same return as that of portfolio A; $(4)$ if we aim for a portfolio B with up $=1\mathrm{.}2,$ calculate cou$($RB$,$ RM$)$ and the market risk we have to bear for portfolio B; $(5)$ calculate the covariance between the return of portfolio A and B$($i$.$e$.$ cou$($RA$,$ RB$)).$