Consider the following distribution of returns, with AM = 0.38, BM = 0.92:

a. Fill in the question marks.

b. Find the covariance and the correlation between the returns of A and B

. c. What is the expected return and standard deviation of a portfolio with 40% in A, 40% in B, and 20% in M?

RM Probability 30% 40% 30% E(R) RA -20% 5% 40% B -5% 10% 15% aia. 12% 15% RM Probability 30% 40% 30% E(R) RA -20% 5% 40% B -5% 10% 15% aia. 12% 15%