Please solve step by step and with formulas thank you

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 (1,0) = # - Lao?. The weights of Portfolio T-Bill Index A Index B 1 80% 0 20% 60% 0 40% 2