Consider a market model with three scenarios and two risky assets with rates of return r and r2, respectively. Let the joint distribution of the rates is as follows: Probability 40% 40% 20% r (Return on Asset 1) -2% 9% r2(Return on Asset 2) 3% 5% 8% 5% (a) Find the expected return u for each asset: Hi = E[r] = % to 2 decimal places M2 = E[r2] = % to 2 decimal places (b) Find the risk o for each asset: 01 = VVar[r] = % to 2 decimal places 02 = V Var[r2] = % to 2 decimal places (c) Find the coefficient of correlation between returns (note: use unrounded expected values from parts (a) and (b)]: Cov(ri,r2) P12 = % to 2 decimal places 0102