An investment has probabilities of 10%, 20%, 35%, 25% and 10% for giving returns equal to 40%, 30%, 15%, -5% and -15%, respectively. What is the expected return and the standard deviation of returns? Suppose that there are two investments with the same probability distribution of returns as in Problem 1. The correlation between the return is 15%. What is the expected return and standard deviation of return from a portfolio where money is divided equally between the investments? The expected return on the market portfolio is 12% and the risk-free rate is 6%. What is the expected return on an investment with a beta 0.5