A question of Uncertainty, Microeconomics

Consider an individual who has $11 to invest. Let her mean variance utility function be given by the linear function: U : M + bV, where M is the mean of the portfolio and V is its variance. Consider a special case with two uncorrelated risky assets, whose means and variances are given by: #1 : 10%, 01 : 2, pg : 5%, 02 : 1. (i) Find the solution to the individual's portfolio choice problem. (ii) Show the eect of an increase her wealth (A) on her portfolio choice. (iii) What happens to her portfolio choice when 01 increases? What happens to her portfolio choice when 02 increases