Cl. Consider the following data relating to the following securities. Expected Return Return Variances and Covariances Security 7.0% 5.0% 15.000 | 0.022 0.040 0.015 .231-0.090 0.250 Calculate the expected return and standard deviation of portfolios with the following weights a) Weight in security A is 0.6 and weight in security C is 0.4 b) Weight in security A is 0.4, weight in security iB is 0.2, and weight in security Cs 0.4. Provide a brief comment on the risk characteristics of the above portfolios. c)