Consider three risky assets with the following properties. Use this information to answer the following questions. Expected Return Standard Deviation Asset 1 25.00% 30.00% Asset 2 21.00% 20.00% Asset 3 12.00% 16.00% Covariances: 1,2 = 0.042000 1,3 = 0.031200 2,3 = 0.012800 1. [3 points] What are the correlation coefficients for assets (1 & 2), (1 & 3), (2 & 3)? 2. [3 points] What is the expected return for the portfolio that invests 30% in Asset 1, 30% in Asset 2, and 40% in Asset 3? 3. [4 points] Compute the standard de