Brimark Ltd. is considering three possible capital projects for next year. Each project has a 1-year life, and project returns depend on next year's state of the economy. The estimated rates of return are shown below. Probability of Occurrence Rate of Return A B State of the Economy Recession Average Boom Required: 0.25 0.50 0.25 10% 14% 16% 9% 13% 18% 14% 12% 10% a) Find each project expected rate of return, variance, standard deviation and coefficient of variation. b) Compute the correlation coefficient between; i. A and B H. A and C B and C c) Compute the expected return on a portfolio if the firm invests equal wealth on cach asset. ) Compute the standard deviation of the portfolio 111