(a) You wish to invest in two risky securities with the following details: Return for Security 1 Return for Security 2 Probability 15 12 0.2 19 14 0.3 21 10 0.3 25 20 0.2 The correlation coefficient (P12) between returns of the two securities is -0.6. (i) Calculate the expected rate of return(r) and risk(o) for the following portfolios: 1.100% security 1 II.40% security 1 and 60% security 2 III.60% security 1 and 40% security 2 IV. 100% security 2. [12 marks]