$4.$ PLEASE DON'T ANSWER IT IF YOU DON'T REALLY AN EXPERT! I ALREADY ASK THIS QUESTION $3$ TIMES AND THEY'RE INCORRECT.

You$$re considering adding either of two assets to your portfolio. The first has expected returns of $11\%,$ standard deviation of returns of $18\%,$ and a beta of $0\mathrm{.}85.$ The second has a beta of $1\mathrm{.}2,$ standard deviation of returns of $35\%$ and expected returns of $16\%.$ Assume the T$-$Bill rate is $7\%$ and the expected return of the market index is $12\%.$

a$.$ Suppose you currently hold a market index portfolio. Would you consider adding either or both two assets to your portfolio?

b$.$ Now suppose you are forced to mix one of the two assets with only T$-$bills. Which asset would you choose to mix with the T$-$Bill and why?

c$.$ If the Covariance of the first asset$$s returns and the market returns is $61$ then what is the standard deviation of expected market returns? Given this result, what is the Covariance of the returns between the second asset and the market?