here is the question for investment, please show the calculations

3. The market has three assets. In addition, PAB 0.05 0 0.15 1 0.25 3 (a) The investor constructs a portfolio 0.2 0 F + 0.4 0 A + 0.4 0 B. What are the expected return and the standard deviation of this portfolio? (b) The investor wants to identify the portfolio P* consisting of risky assets, such that by choosing a portfolio as a combination of P* and F her preference level can be maximized. Write down the investor's objective function. Let the weight on security A be w. The objective function you write down must be in terms of w. Then, write clown the first order condition to solve the portfolio P*. Hint: you don't need to solve the first order condition.]