i tried this question but need some help, thanks!

Consider the following two stocks, with monthly data:

Ticker. E(r).

AAA. .0070. .041

BBB. 0050. .031

The risk-free rate is zero, and the correlation between AAA and BBB is 0.66. You find that the Sharpe ratio is maximized by investing an equal amount (1/2) into each stock.

1. For the two-stock portfolio that maximizes the Sharpe ratio, find the portfolio standard deviation, portfolio expected return, and portfolio Sharpe ratio.
2. If an investor is willing to accept a 1% monthly standard deviation, what fraction of her wealth should she put in the risk-free asset? What fraction of her wealth should she invest in each individual risky asset?
3. If another investor is willing to accept a 0.40% monthly expected return, what fraction of his wealth should he put in the risk-free asset? What fraction of his wealth should he invest in each individual risky asset?