Can someone help in this Question too

Consider two risky assets with prices S1(0) = 100, S2(0) = 150

the price is:

S1(1), S2(1) =

(80, 250) with probability 2/8

(90, 150) with probability 4/8

(120, 200) with probability 2/8

(a) Compute mean and standard deviations (µ1, σ1) and (µ2, σ2) for the two

assets

(b) Compute the correlation coecient between the two assets

© Assuming :w1 ≥ −0.5 and w2 ≥ −0.5. On the (σ, µ)-plane, plot all the

portfolios attainable by investing in the risky assets. Highlight the two risky

assets on the plot.

(d) Assume we allow for borrowing and investment with the risk free rate

r = 3%. Compute the Sharp ratio with some arbitrary weights satisfying the

conditions set on the weights in ©.

(e) Following the assumptions in (d), maximise the Sharp ratio and on the

(σ, µ)-plane plot the ecient portfolios.

(f) Derive the Capial Market Line (CML) and plot this on the ecient (σ, µ)-

plane of part (d).

I am also confused in this question. Need help also.