urgent

(1) This question will be sent to your instructor for grading. An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 25% and a standard deviation of return of 45%. Stock B has an expected return of 15% and a standard deviation of return of 20%. The covariance between the returns of A and B is Q. The risk-free rate of return is 5%. a.Draw the opportunity set of securities between A and B. Use investment proportions for the stock of 0 to 100% in increments of 50% b. Calculate the correlation coefficient of stock A and B. c.Find the optimal risk portfolio's expected return and standard deviation when %28 invested in stock A and 72% invested in stock B. d. Find the slope of the CAL generated by T-bills and optimal risky portfolio