Consider an agent with the expected utility function $U(L) = \sum_{s=1}^{S}\pi_s U(Y_s)$ over the lottery $L = (Y_s, \pi_s)$ where $\pi_s$ is the probability of state $s$, $Y_s$ are state $s$ payoffs, and $U(y_s) = -\frac{1}{2}(\alpha - Y_s)^2$ for $Y_s < \alpha$ is the utility index over payoffs. Show that this agent's expected utility depends upon only the mean and variance of the state-contingent payoffs.
I do not really understand what the question is asking of me to show. Any suggestions or comments are greatly appreciated. Specifically, is the question asking me to find $$E[U(s_s)]$$ and $$Var[U(Y_s)]$$ if so how do we do that when we don't really have any defined distribution for $Y_s$? Also what does even mean that the mean the agent's expected utility depends upon only the mean and variance of the state-contingent payoffs. Does not make sense to me, I do not have much of an economics background as a graduate student in Applied Mathematics.