looking for step by step solution as to how to solve. looking for formula to use, so that it can be applied to similar questions like this

Question 77-84: Consider an investor with mean-variance preferences given by The investor faces an efficient frontier with borrowing and lending at the risk-free rate R, = 2%. The market portfolio has an expected return of Elk, 6% and a standard deviation of 20%. Find the optimal portfolio for the investor characterized by the fraction of wealth X invested into the market portfolio (a) X = 1/5 (b) X = 1/2 (c) X = l/100 (d) X= 1