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5. Following table shows the return per $1,000 for two types of investments. P(A,B) Investment A 0,2 600 0,7 400 0.1 100 Investment B 250

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5. Following table shows the return per $1,000 for two types of investments. P(A,B) Investment A 0,2 600 0,7 400 0.1 100 Investment B 250 200 300 Suppose 40% of the portfolio (P) is in Investment A and 60 % is in Investment B. Calculate the portfolio return and covariance between investment A and investment B. (25 points)

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