Please help me solve this problem

Suppose that you are in the capital asset model with N > 2 stocks and a risk free asset. You are not able to purchase the risk-free asset directly, but you are able to enter short or long positions in two distinct portfolios a = (a1, . . . ,aN) and b 2 (b1, . . . , bN), both of which lie along the market line. Show that you can reproduce the risk-free asset from a combined position in these two portfolios. This result is sometimes known as the Two Mutual Fund theorem. Hint: every portfolio on the market line has a special relationship to the market portfolio (tangency portfolio)