How do you solve question a?

Consider an economy with two assets and two states of the world such that the matrix of payoffs of the two assets is assets states [ 1 2 ] 5 3 Suppose that the prices of the assets are (ql, (12) : (g, 2) and the probabilities of the two states are (7r, 1 7T) : (1/2,1/2). The initial wealth wo : 7. We further adopt the mean variance approach a. (1 mark) Derive the expected return of the portfolio, In (Z1, 22). This should be a function of (21, 22)