$11.$ Calculate the following given below. $(20$marks$)$

Expected rate of return T$-$Bill, Coll, USR, MP

Standard deviation$-$ HT$,$ Coll, USR, MP

Covariance: HT$,$ T$-$Bill, Coll, USR, MP

Portfolio return: HT$,$ USR$($ Assume $50$:$50$ Investment $)$

Hypothetical Investment Alternatives

Economy Prob T$-$Bills HT Coll USR MP

Recession $0\mathrm{.}25\mathrm{.}5\%-27.0\%27\mathrm{.}0\%6\mathrm{.}0\%-17\%$

Below Avg $0\mathrm{.}35\mathrm{.}5\%-7\mathrm{.}0\%13\mathrm{.}0\%-14\mathrm{.}0\%-3\mathrm{.}0\%$

Average $0\mathrm{.}45\mathrm{.}5\%15\mathrm{.}0\%0\mathrm{.}0\%3\mathrm{.}0\%10\%$

Above Avg $0\mathrm{.}25\mathrm{.}5\%30\mathrm{.}0\%-11\mathrm{.}0\%41\mathrm{.}0\%25\mathrm{.}0\%$

Boom $0\mathrm{.}15\mathrm{.}5\%45\mathrm{.}0\%-21\mathrm{.}0\%26\mathrm{.}0\%38\mathrm{.}0\%$