could solve this question without the help of Excel? thanks

Three investments are provided as follow:

Investment X: Risky asset; 20% return, 30% volatility

Investment Y: Risky asset; 15% return, 25% volatility

Using the formula U = E ( r ) (1/2)A* unless otherwise stated.

An investor would like to create a portfolio C with a mixture of investment X and Y. Let y be the portion he invested in Investment Y. Given that the correlation coefficient between the return from X and Y is 0.3.

(a) Write the expected return and the volatility of the portfolio C in terms of y.

(b) Find the Sharpe Ratio of the portfolio C if y = 0.5.

(c) Find the y to form an optimal risky portfolio Cr. Hence, find the Sharpe Ratio of this portfolio.

(d) Find the proportion of investment in risk-free asset in an optimal complete portfolio C for an individual with A = 5.