Expected return AT&T= 0.10, Expected return Microsoft= 0.21, std deviation AT&T=0.15, std deviation Microsoft =0.25

1) what is the minimum-risk (standard deviation) portfolio of AT&T and Microsoft if the correlation between the two stocks is 0? 0.5? 1? -1? what do you notice about the change in the allocations between AT&T and Microsoft as the correlation coefficient moves from -1 to 0? to 0.5? to +1? why might this be? what is the standard deviation of each these minimum-risk portfolios?

2) what is the optimal combination of these two securities in a portfolio for each of the four given values of the correlation coefficient, assuming the existence of a money market fund that currently pays a risk-free 0.045? do you notice any relation between these weights and the weights for the minimum-variance portfolios? what is the standard deviation of each of the optimal portfolios? what is the expected return of each of the optimal portfolios?

3) Derive the risk-reward trade-off line the optimal portfolio when the correlation is 0.5. how much extra expected return can you anticipate if you take on an extra unit of risk?

All the 3 questions are related and I urgently need the solutions for of these questions.

Thanks in advance for your help.