i need answer for this case( its need Mathematical solution and explenation) .

Case Two Chapter 6: Consider historical data showing that the average annual rate of return on the S&P 500 portfolio over the past 80 years has averaged roughly 8% more than the Treasury bill return and that the S&P 500 standard deviation has been about 20% per year. Assume these values are representative of investors expectations for future performance and that the current T-bill rate is 5%. A. Calculate the expected return and variance of portfolios invested in T- bills and the S&P 500 index with weights as follows: Www Wides 0 0.20 0.4 0.6 0.8 1.0 1.0 0.8 0.6 0.4 0.2 0 B. Calculate the utility levels of each portfolio of A for an investor with A=2. What do you conclude C. Repeat A for an investor with A = 3. What do you conclude