2. Consider the following information on a portfolio of three assests: (60 Points). State of Economy Boom Good Poor Bust Probability 30% 35% 20% 15% Souvenir S. (X) 40% 35% -20% -15% Souvenir S.(Y) 45% 40% -25% -15% Souvenir S. (Z) 35% 30% -20% -10% A. If Chamroeun, he invested $ 250,000 in Souvenir Store (X) and $ 200,000 in Souvenir Store (Y), and $ 550,000 in Souvenir Store (Z). Which Souvenir Store does Chamroeun, he want to invest in? B. What is the Correlation of Corr (X, Y)?, Corr (X, Z)?, and Corr (Y,Z)? C. Calculate standard deviation on portfolio of these assets