Solve the problem attached in picture Question $7$ what is the correlation of $B$ and market

beta $(B)=B^{**}{m}^{**}\frac{B,m}{}{m}^{2}2$

Question $8$ if the correlation between A and $B$ is $0\mathrm{.}5$ what is the covariance between A and $B$

Question $9$ what is the st dev of the portfolio with $50\%$ of the money is risk free security and rest in $A$

what is the return of that portfolio

Question $10$ what are the $xa$ and $xb$ which will lead to minimum variance portfolio of just A and $B$ ignore

earlier correlation number and assume corr $(A,B)=-1$ minimum variance will be $0$ or $y$ axis

Question $11$ you want to make the most efficient portfolio $($ remember the CML capital market line$)$

you want the portfolio return to be $20\%$

you have $100$ dollars, which security you will use and what will be your allocation of money to

each security