A portfolio consists of two securities, B and C. The returns and the probability of the returns for each security is given in the table below.

Probability	Returns %
Security B	Security C
0.2	10	25
0.5	15	20
0.3	20	15

An investor intends to constitute a portfolio using the two securities where 70% of the Funds will be invested in B while 30% in security C.

Required

1. Calculate the expected return of security B and C (2 marks)
2. Calculate the expected return of the portfolio. (1 mark)
3. Calculate the risk of security B and C (3 marks)
4. Calculate the correlation between the returns of security B and C (3 marks)
5. calculate the risk of the portfolio. (1 mark)

(Total 10 marks)