Show each step on solving and getting the answers please

You are the manager for a $100 million portfolio, which may be invested in any combination of bonds and stocks. The following table provides estimates of risk and return for bonds and stocks: Bonds Stocks (#1) (#2) Expected Return 8% 15% Standard Deviation 12% 30% Correlation between Bonds and Stocks = 0.0 1. What is the expected return and standard deviation of each of the following portfolios? Portfolio Fraction in Bonds 1.0 0.5 0.0 Fraction in Stocks 0.0 0.5 1.0 WN 1. What fractions must be invested in Bonds and Stocks to obtain the minimum risk! portfolio? 2. What is the expected return of the minimum risk portfolio? 3. What is the principle of dominance? Explain. 4. Does the minimum risk portfolio dominate any of the above portfolios? 5. What is your expected return if you buy Stocks (#2) on margin. Assume a margin requirement of 0.40 and a borrowing cast of 4 percent