All I need is parts E and F

For D, ER for asset 3 = 6.975% and standard deviation of return for asset 3 =3.71%

Market l Asset l Asset 2 Asset 3 Probability Return Return condition 25% 85% 2.0% 12.3% Average 25% 4.3% 6.9% 8.6% Poor 50% 2.1% .37 35% A. Solve for the expected return and the standard deviation of return for Asset 2. B. Solve for the correlation coefficient and the covariance between Asset 1 and Asset 2. C. Solve for the expected return, variance, and diversification benefits for the portfolio that is 35% invested in Asset 1 and 65% invested in Asset 2. D. Solve for the expected return and the standard deviation of return for Asset 3. E. Solve for the correlation coefficient and the covariance between Asset 2 and Asset 3. F. Solve for the expected return, variance, and diversification benefits for the portfolio that is 20% invested in Asset 1,55% invested in Asset 2, and 25% invested in Asset 3