Please only answer the question (c)

Consider the following information about two stocks, Alfa and Omega: Alfa 9% 17% Omega 4% 7% The correlation between the two securities returns is 0.25 (a) Calculate the expected return and standard deviation of the following four portfolios: (8 marks) (b) Explain why, under the CAPM framework, the standard deviation of an asset's returns is not a good measure of risk. (4 marks) {6) Under the CAPM framework, what is the tangency portfolio? What is the security market line? Support your answer with graphical evidence. (6 marks)