Consider there are three market scenarios in the next year. A bull market, A bear market and a flat market. Consider two securities A and B. The scenario probabilities and returns data for A and B is given in the table below.

Scenario	A return	B return	Probability
Bear Market	-2%	1%	0.25
Bull Market	10%	2%	0.25
Flat Market	0%	1%	0.50

1. What is the expected return of securities A and B
2. What is the variance and standard deviation of securities A and B.
3. What is the correlation between securities A and B