A portfolio whith two assets A and B. Expected return of the assets are

a= 10% a=10%

b=10% b=20%

The correlation of A and B is =-0,5

In the portfolio S the weight for A w and for B (1-w)

S=sA+(1-w)B

Furthermore the market M is 30% A and 70%B

a) Find expected return and variance of portfolio M?

b) For what value of w we get min variance of portfolio S?

c) Find expected return and variance in this point(MVP). Now it is given that the covariance between M and S is Cov[M,S] = 0,025-0,029w

d) What is the expected return of portfolio that has no covariance whith M?

e) Prove that the covariance between M and S is Cov [M,S]= 0,025-0,029w

Help have tried this for days :(