求救~~~麻烦大家帮我解答一下，谢谢！感激不尽！

Consider I individuals with quadratic utility functions

(a) Show that the expected utility depends only on the mean and variance of return.

Be sure to require to be monotone increasing and concave.

(b) Show that the demand for a risky asset declines as initial wealth increase.

(c) Find the indifference curves in the mean-standard deviation space. Are these indifference cure increasing and convex? Given the portfolio frontier, what is the optimal choice of this individual?