Please do on paper it helps me see things better, thanks

The T-Bill's return is 2%. The Index A and Index B have the expected returns of 10% and 15% and the standard deviation of 30% and 20%. The correlation between returns of Index A and B is 0.4. Which of the following portfolios would you select if you were risk averse with a = 3? The utility function is U(u,0) = u jao?. = = The weights of Portfolio T-Bill Index A Index B 1 80% 0 20% 60% 2 0 40%