I need help to solve this set of exercises. Could you explain it to me?

Now suppose that David wants to diversify and invests half his money in stock A and the other half in stock B. What are the payoffs of this strategy and their respective probabilities? O ;$14000, $12000, #$10000 O:$14000, 2$12000, $10000 ONone of the above Of $28000, $24000, $ $20000 1 . $12000 O $ $14000, =$10000 What is the expected value of the strategy in P59.3.2, and David's expected utility? EVAB =David has an endowment of $10,000 that he wants to invest in the stockmarket, which consist of two firms, A and B. Each firm's stock is worth $100 today, and will be worth $140 in one year with probability s or will stay at $100 with probability Assume that the evolution of both stocks is independent: that is, the probability that stock A rises in value does not vary or depend on what has happened to stock B, and vice-versa. Finally, assume that David's utility function is U (w) = vw, and interest rate is zero. What is David's utility of not investing? (In this and the following questions, include the wealth endowment in your calcuations.) UN = Calculate the expected value and David's expected utility of investing solely in stock A. EVA = UA = What about investing only in stock B? EVE =