Please help me with this question with explanations. thx!

You are considering adding new financial assets to your portfolio. You observe that a mutual fund has a beta of 1.2 and an expected return of 9%. The risk-free rate is currently 2% and the market is expected to yield 5% over the next yea r. a) According to the CAPM: i. What is the fund's alpha? [1 mark] ii. Should you invest in the mutual fund? Why? Provide a detailed explanation in terms of the CAPM and equilibrium asset pricing. [3 marks] iii. Design a passive portfolio, P, with the same systematic risk (beta) as the fund? Clearly state the weights that P takes on the market portfolio and on the risk-free asset [2 marks] iv. What is the expected return of P? [1 mark] v. What is the difference between the expected return of P and the expected return of the mutual fund? Explain this difference in the context ofthe SML and describe how it relates to the fund's alpha (Provide a detailed explanation) [2 marks]