Answer
A and B are mutually exclusive, because they couldn't happen at the same time.
A and B are not independent, because the occurrence of B does affect the probability of A.
Work Step by Step
A = {HT, TH, HH}
B = {TT}
P(A) = $\frac{1}{3}$
P(A|B) = $0$
P(A|B) $\ne$P(A) , therefore they are not independent.