If you could please help answer this question and explain how you solve it /what equations you use. 

2) In addition to the information in Q.1, assume that the (annual) risk-free (T-bill) rate is 5%.

a) Calculate the expected returns and standard deviations of the following portfolios:

(i) 50% in the risk-free asset, 50% in the US

(ii) 50% in the risk-free asset, 50% in Brazil

(iii) 50% in the risk-free asset, 50% in the portfolio in Q.1a(ii)

b) Calculate the Sharpe ratios of:

(i) the US market

(ii) the Brazilian market

(iii) the portfolio in Q.1a(ii)

(iv) the portfolio in Q.2a(iii)

c) Find the weights (T-bill, US, Brazil) for a portfolio with the same expected return as Brazil, using only a combination of the risk-free rate and the portfolio in Q.1a(ii) - {refer to information below}? What is the standard deviation of this portfolio? What is the correlation of this portfolio with the portfolio in Q.2a(iii)?

INFORMATION FROM QUESTION 1:

The (annual) expected return and standard deviation of returns for the 2 markets are as follows:

US Brazil

E[r] 10% 15%

SD[r] 20% 30%

The correlation between the returns is 0.2.

a) the following portfolios:

(i) 80% in the US, 20% in Brazil

(ii) 50% in the US, 50% in Brazil

(iii) 20% in the US, 80% in Brazil