There are two stocks: A and B, and Treasury Bill (TB). The parameters of these securities are following:

Expected Return: A: 10%, B: 15%, TB: 50%

Standard Deviation: A: 20%, B: 25%, C: 0%

Correlation: A: 1, B: 0.2, TB: 0

1. What is the expected return and standard deviation of a portfolio, which invest 25% in A, 25% in B, and 50% in TB?

2. If you have a risk aversion of 2, what is your optimal portfolio composition? What is your portfolio expected return and standard deviation?

Can someone show detailed solution? Thank You!