Consider the following two funds and their estimated returns under different states of the economy: State of Probability Estimated Return (Fund A) Estimated Return (Fund B) economy Great 30% 10% 25% Average 30% 11% Poor 40% 20% 15% 15% If you invest $2,000 in Fund A and $8,000 in Fund B, Calculate the following: a. Portfolios' Expected Return b. Portfolio's Standard Deviation c. Construct the complete covariance and correlation matrixes for A & B