1. Fan Ruolin Task 1 An investor believes that next year he (she) can expect the following probabilistic distribution of asset returns: probability (%) rate of return (%) 1 2 3 + 56789 6 4-125 8 3 4 10 Determine the expected return on the asset. Task 2. An investor purchases asset "A" for $400 thousand and asset "B" for $100 thousand and asset "C" $300. The expected return on asset "A" is 20%, "B" - 25%, and "C" - 22%. Determine expected return of the portfolio. Task 3. The return on the asset for 8 years is presented in the table: Years 1 2 3 4 5 67 8 Returns % 10 14 18 16 -10 -56 15 16-10-5615 Determine standard deviation of the asset Task 4. The portfolio is formed from two assets A and B. weight of asset A in the portfolio WA = 0.2; weight of asset B in the portfolio WB = 0.8; correlation of asset A and asset B PAB = +0.6 Determine the standard deviation of the AB portfolio.