Consider the following distribution of returns, with AM = 0.38, BM = 0.92: RA RM -20% Probability 30% 40% 30% E(R) RB -5% 10% 5% 40% 159 12% 15% 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? Consider the following distribution of returns, with AM = 0.38, BM = 0.92: RA RM -20% Probability 30% 40% 30% E(R) RB -5% 10% 5% 40% 159 12% 15% 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