please show as much work as you can (not just an excel formula) thank you!!!!

Problem A risk-averse investor with $200,000 is selecting a portfolio allocated between a mutual fund tracking a broad index of common stocks and 1-Month T-Bills. Given the following assumptions: Index fund expected risk premium 7.8% Index fund standard deviation 20% 1-Month T-Bill expected retum 2.5% Investor degree of risk-aversion 3.0 a. Select the optimal portfolio for the investor, b. Graph the Capital Market Line and the indifference curve for this investor at the utility level of the optimal portfolio. Note: I want to see the exact equations of the CAL and the indifference curve