Question about covarince

Hello, everyone! I wonder whether anyone can help me with the following, because I struggle to find an answer:

Is covariansce of risk free asset with market portfio is zero?

Is covariansce of risk free asset with any risky asset is zero?

When i invest money into project and use CAPM for estimation of expected return I require a higher return if he risk is higher. But in which

circumstances I will prefer a lower expected return? Wheni have to pay to some one money back? Please provide some examples.

Thanks in advance!

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