would like the answer computer based, not hand written so its clear

QUESTION 3 You can form a portfolio of two assets, A and B, whose returns have the following characteristics: Stock Standard Deviation Beta Correlation 1.2 0.5 A B 20% 40% 0.8 The risk-free rate is 4%, and the expected return on the market portfolio is 14%. Required Compute the expected return of two stocks, using the capital asset pricing model. (4 marks) ii. Compute the portfolio weights for each stock for an expected return of 15%. (4 marks) Compute the portfolio's standard deviation. (4 marks) Compute the beta of the investment portfolio. What's the sharp ratio of the investment portfolio? (4 marks) iii. iv