Any help would be greatly appreciated! I am stuck for the entire question.

Calculate the average, variance, and Sharpe ratio for the portfolio formed by 50% in A and 50% in B. Then, calculate the Sharpe ratio for the portfolio formed by 50% m the SP500 and 50% in B. Which of these two portfolios gives the best return per unit of risk (suppose the risk free rate to be- zero)? The tables with averages and covariances are