诸位大神，在下目前在自学dynamic portfolio相关知识。遇到如下一道题。本来觉得应该不难，但是看到那个提示我又犹豫了。哪位大神帮我解解惑。如果能附上详细思路，在下感激不尽。拜谢！

U have $5 million to invest in two stocks A&B, with muA=0.10, muB=0.15, sigmaA=0.1,sigmaB=0.2, assume zero interest rate, independent stocks.
(a) How to maximize return of portfolio (in $)
(b) How to minimize the risk
(c) How to maximize the sharpe ratio?
(hint: ignore the difference between normal and log-normal)