(a) You are supplied with the following information. Probability 0.1 0.2 Kazim plc: expected return 5% -5% 8% 10% 14% Sibley plc: expected return -5% 8% 12% 16% 19% 0.4 0.25 0.05 You are also told that the correlation coefficient between the returns of the two companies' shares is 0.380. Required: (1) (2) (3) Calculate the expected average return of the two shares. Calculate the standard deviation of the two shares' returns. Calculate the risk and return of a two-share portfolio which consists of 60% of Kazim's shares and 40% of Sibley's shares. (10 marks)