Please help me solve this question.

To form a portfolio, we consider asset 1 and asset 2. The correlation coefficient of the two assets are p. The mean returns of asset 1 and asset 2 are I] and r2 , respectively. The standard deviation of the returns of asset 1 and asset 2 are 0'1 and 0'2 , respectively. Let a and JP be the mean and the standard deviation of return of the portfolio. Assume that the 50% of the market index is invested in Asset 1 and inAsset 2 (a) Determine the minimum variance portfolio. [5 marks] (b) Determine the portfolio that is uncorrelated to market index. [5 marks] (c) Determine the security market line. [5 marks] (d) Let 0': = (Kgb): + 0. Express (1,17, and c. [5 marks] [N0te: Express your answer in terms of r,rl,r2,0'1,0'2, and p .]