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First of all I am sorry  , The sum has a lot of sub parts , and I can answer only 4 as per Chegg Guidelines. I will try my best. PLEASE GV A RATING IF U LIKE MY EFFORTS, IT WILL KEEP US MOTIVATED. THANK YOU  IN ADVANCE. In case u need further clarification, use Comment box. Thank U Ans: a) Since the return does not depend on F1, so Beta 1 = 0 Let the weight of security 1 = X1 So, the weight of security 2 = 1- X1......................(1) Wt beta of security 1 and 2 = 0 (Wt 1 *Beta 1 ) + (Wt2 * Beta 2) = 0 (X1*1.0) + (0.5*(1-X1)) = 0 X1 + 0.5 - 0.5X1 = 0 0.5X1 = - 0.5 X1 = -1   So substituting in eq (1) Wt of X 2 = 1 - X1 = 1 - (-1) = 1+ 1 Wt of X2 =  2   a-1 Expected return = (Wts * Individual Returns) =  (-1 * 20% ) + (2*20%) = -20% + 40% = 20% (Wt 1 *Beta 1 ) ... See the full answer