I would need some help answering this question

Time left 0 51-13 in "Do not round intermediate calculations, only round final answers to two decimal points." Table 1 Security Covariance of A B C D A B C D ition E(R) 149% 16 12% 13% A 0.28 0.215 0.136 0.149 0.766 0.735 0.203 0:226 0,315 0.360 0.170 0.185 1050 1 200 0 900 0.950 C 0136 0.170 0.203 0.114 D 0 149 0.185 0.114 0226 A. Using Table 1 calculate the proportions of Security A and B that represent the minimum variance portfolio. (5 marks) B. What is the beta for an equally weighted portfolio of all four securities shown in Table 1 (5 marks) C. Using the date from Table 1 what is the expected return and variance of a theoretical portfolio made up of the following long and short positions in stocks A Band ( Note calculations for variance should be done based on Markowitz Theory) 30 percent short A 50 percent long B . 80 percent long C ( 15 marks) D. Using Table 1 calculate the correlation between Securities B and C.and between Securities D and A