1b) The covariance between stocks A and B is 0.0014, standard deviation of stock A is 0.032, and standard deviation of stock B is XXXXXXXXXXWhich of the following is the most appropriate to depict the...

1b) The covariance between stocks A and B is 0.0014, standard deviation of stock A is 0.032, and
standard deviation of stock B is 0.044. Which of the following is the most appropriate to depict the
risk-return characteristics of a portfolio consisting of only stocks A and B, and explain why?

(For Part B I have uploaded an image that links to this question)

c) Assume that using the Security Market Line (SML) the required rate of return (RA) on stock A is found
to be half of the required return (RB) on stock B. The risk-free rate (Rf) is one-fourth of the required
return on A. Return on market portfolio is denoted by RM. Find the ratio of beta of A (bA) to beta of B
(bB).