plz answer a -f

E(R) (10 points) E E(R) F D A I 09 Using the points a thre a. Efficient frontier is a line between , answer the questions a through e. j b. The minimum-variance portfolio is at and (1 point) c. The optimal risk portfolio is at (1 point). (1 point) d. An extremely risk-averse person who does not want to take any risk will allocate have a complete portfolio at (1 point). e. A risk lover who borrows money for more investment will allocate money to have a complete portfolio between and (1 point). Poney to f. Read the question carefully and make sure you show everything asked for. Suppose that point D is the market portfolio that generates a 12% return and that the risk-free rate is 5%. On the right side of the graph, draw the Security Market Line. Show what the horizontal and vertical axes represent. Show the intercept, the slope and the point for the market portfolio. Indicates beta for the market portfolio. Note you need connect lines from the left side graph for the risk-free rate and for the market portfolio (5 points)