Solve with Excel please

Question 2: Consider two risky assets, S and B, with the following characteristics: E(rS)=9%,S=20%E(rB)=5%,B=5%andBS=1 a) Is it possible to combine the two assets in a portfolio such that the portfolio has zero risk (i.e. zero standard deviation)? If so, what is the composition of the zero risk portfolio? b) Suppose that in addition to trading in the risky assets S and B, investors can also freely buy, sell or short-sell a risk-free asset with risk-free rate rf. What must be the risk-free rate rf ? What would happen otherwise