help me understand the formula

You want to invest in some combination of the following assets. Expected Standard Return Deviation Asset Stock A Stock B T-bills (risk-free) 4% 10% 15% 45% 0% 2% The correlation between stock A and B is 0.10. 1. You begin by formulating the optimal risky portfolio. What are the optimal risk portfolio weights of stock A and stock B? 2. What are the risky portfolio expected return, standard deviation, and Sharpe ratio? 3. You want to allocate your capital between the optimal risky portfolio and the risk free asset. Assume your risk aversion parameter (A) is 3.5 What fraction of your wealth should you allocate to the risky portfolio