2022 PART 17 (Total of 15 Marks) Question 1: Given the following information, about two securities with three possible scenarios, if a portfolio formed out of these securities answer the following four questions. Rate of Return Scenarios Probabilities ABC XYZ Amount invested Anicunt invested (S400.000 ($600,000) Boom 0.35 15% Normal 0.25 10% 12% Recession 0.4 5% 1) Calculate the expected return of security ABC and XYZ. (2 marks) 20% 6% 2) Calculate the Standard deviation of security ABC and XYZ. (3 marks) 3) Calculate the expected return of the portfolio. (1 marks)