Hi please help to answer this

Hi please help to answer this question and all its parts Question 5. Suppose that we have two stocks 1 and 2 with the following characteristics: E[R1]=10%, 1=10%,E[R2]=20%,2=30%, the correlation between stock 1 and 2 is 0.5 . The risk-free return of 5% is available in T-bills. A customer walks into our brokerage firm with all of his $10,000 net worth invested in stock 1 . (a) Is there any portfolio that can be constructed with stocks 1,2 , and risk-free security that will make him better off? What is it? Assume that no short-selling of stocks is allowed. You do not need to find the best portfolio, just a better portfolio. Explain why your portfolio is strictly better than stock 1 alone. (7 marks) (b) Based on your answer in part a), you advised the customer that there is a better portfolio to invest in. He then looks at you straight in the eye and asks you, "Can you guarantee that I will see better results following your advice one year from now?" Can you assure him "Better results guaranteed?" Why or why not? Explain in words