= Solution
Using $A$ from part (a), the <portfolio> <variance> is
$$
v=w^t\Sigma w=\lambda^2A=\frac{(\mu-R)^2}{A}.
$$
Thus the minimum-variance correspondence for fixed means has the two branches $\mu=R\pm\sqrt{Av}$. The lower branch is dominated by the upper one with the same <variance>, and <portfolios> with mean below $R$ are also dominated by the risk-free position. Consequently the actual <mean-variance efficient frontier> is the upper <capital market line>:
$$
\boxed{\mu=R+\sqrt{A}\,\sqrt v,\qquad v\ge0.}
$$
Its slope in standard-deviation/mean coordinates is the maximal <Sharpe ratio> $\sqrt A$. In <variance>/mean coordinates it is the upper branch of $v=(\mu-R)^2/A$.
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