A. Use the following information to answer the questions below: State Prob A 0.4 Return(S1) 30% - 10% Return(S2) - 5% 25% B 0.6 Invest 70% in Asset-A and 30% in Asset-B. The covariance between Asset-A returns and Asset-B returns is - 288. i). Calculate the standard deviation of returns for Asset-A and Asset-B. (3 points) ii). Calculate the correlation coefficient between Asset-A returns and Asset-B returns. (2 points)