For the security set shown: ai bil biz Oci A 2 0.8 0.9 2.0 SECURITY B 3 1.1 1.3 1.0 1 0.9 1.1 1.5 Assume the l's are uncorrelated and , = 8,7, = 4; 0,1 = 2.0,02 = 2.5 , calculate the following using the general multi-index model (1) Expected Return (2) Variance of Return (3) Covariance of Return