please help me answer these

Assume an investor with the following utility function: U = E(r) - 1 x 3 x O?. To maximize her expected utility, she would choose the asset with an expected rate of return of standard deviation of -- respectively. and a 8%: 10% 10%10% O 10%, 15% O 12%: 20% Question 2 0.2 pts An investor invests 31% of his wealth in a risky asset with an expected rate of return of 0.12 and a variance of 0.04, and the rest in a T-bill that pays 0.06. His portfolio has a standard deviation of _%. (Please round your answer to one decimal place and note a return of 0.251 should be expressed as 25.1%)