An investor bought 700 shares stock A and 300 shares of stock B.. At time t=0 the price of stock A was So(0) 50, price of stock B was S (0) = 25. at time t = 1 there were three possible scenarios w, 2 and w3 with probabilities 0.1, 0.4 and 0.5 respectively. Their returns were as follows: for scenario w TA=03, TB = 0.6, for w TA = 0.3, TB = 0.4, and for w3 TA = 0.5, TB = 0.3, . Calculate the following: = (c) Calculate the portfolio mean Tp. (c) Calculate the portfolio variance o