Please help me with this practice problem as soon as you are able and with steps. Thanks!

You have $10, 000, which you want to invest. a) There is a risk-free asset with return rf = 2% and a risky asset with expected rate of return T1 = 6% with standard deviation o1 = 2%. In a mean-standard deviation diagram, sketch all possible portfolios that can be created. Shortselling is NOT allowed. b) Instead of shortselling, you can take out a loan up to $10, 000 at 3% interest, which you have to invest in the assets from part a). Describe the set of all possible portfolios (treat taking the loan as shortselling another risk-free asset with return re = 3%). Sketch these portfolios in another mean-standard deviation diagram. c) From now on, consider only portfolios where the investor does not take out a loan and also invests in the risk-free asset at the same time. Why is this a reasonable assumption? Using sketches, describe what happens to the efficient frontier if re > 6%