could you please answer the whole question

2. Consider Table 1. (a) Show algebraically, how can one use the single-index model to calculate the expected retum, the variance of the return and covariance between returns? (b) Consider Table 1. Using the expressions derived in part (a), for stocks 1 and 2, compute expected return, variance of returns, and the covariance of returns between stocks 1 and 2 . (c) Consider Table 1. Form an equally weighted portfolio of stocks 1 and 2 . Compute the alpha, beta, expected return, residual variance, and variance of this portfolio. (d) Consider Table 1. Calculate the weights, expected return, and standard deviation risk of the minimum variance portfolio (MVP) comprising of stocks 1 and 2. Detail all calculations that you use. Graphically illustrate various combinations of portfolio risk and return that can be generated by investing in stocks 1 and 2