An investor is about to invest in two shares, X and Y, and has decided to invest 70 % of the capital in share X and 30 % in share Y. The return from share X is modelled as a random variable following a normal distribution with mean 6 % and standard deviation 10 %. The return from share Y is modelled as a random variable following a normal distribution with mean 12 % and standard deviation 20 %. The return from share X and the return from share Y are correlated with pr = 0.7. 3) Find the expected return and variance of the investment. b) Find the probability that the return is more than 20 %. c) Find the probability that the return is negative