Zero-beta portfolios

(a) Show that the covariance of two frontier portfolios with means $m_1, m_2$ is $(Am_1m_2 - B(m_1 + m_2) + C)/D$. (b) For a frontier portfolio $p$ with mean $m_p \ne B/A$, find the mean $m_z$ of the frontier portfolio uncorrelated with it. (c) Show that if $p$ is the tangency portfolio for risk-free rate $r_f$, then $m_z = r_f$. Interpret geometrically.