Annual returns for asset A and B over the past five years are given in the table:

year	2012	2011	2010	2009	2008
return of A	0.20	-0.15	-0.02	0.10	0.06
return of B	0.12	-0.08	0.02	0.06	0.05

Find the average annual return of assets A and B.

Find the standard deviation of annual returns of assets A and B.

Find out the correlation coefficient between the return of asset A and that of asset B.

You plan to form a portfolio with 40% invested in A and the remaining in B. What is the annual return you expect to earn on your portfolio?