I need the step b$,$c$,$d$,$e and F with explanation and steps to get the resulta please

The correlation coefficient between the returns of the stock fund and the bond fund is $0\mathrm{.}45.$

The return on the risk$-$free asset is $3\%.$

a$)$ Calculate the risk and returns of a portfolio using proportions of the stock fund and the

bond fund from $0$ to $100\%$ in increments of $25\%.$ Tabulate your results below.

b$)$ Calculate the weights of the two assets that form the minimum variance portfolio. Also

c$)$ Calculate the weights of the two assets that form the optimal risky portfolio. Also

compute the expected return and standard deviation of the optimal risky portfolio.

d$)$ Use your results from parts a$),$ b$),$ and c to accurately draw the investment opportunity

set of the two risky assets. Clearly label the $Y$ and $x$ axes. Indicate in the graph the

location of the minimum variance portfolio and the risk free rate. Draw the capital

allocation lines $($CAL$)$ for each of the five risky portfolios.

e$)$ What is the highest attainable Sharpe ratio in the efficient frontier?..

f$)$ Analysis: How would you convince a client to invest in your recommended portfolio?..