Four assets have the following distribution of returns.

Probability Rate of return $(\%)$

Occurrence A B C D

$0\mathrm{.}110\mathrm{.}06\mathrm{.}014\mathrm{.}02\mathrm{.}0$

$0\mathrm{.}210\mathrm{.}08\mathrm{.}012\mathrm{.}06\mathrm{.}0$

$0\mathrm{.}410\mathrm{.}010\mathrm{.}010\mathrm{.}09\mathrm{.}0$

$0\mathrm{.}210\mathrm{.}012\mathrm{.}08\mathrm{.}015\mathrm{.}0$

$0\mathrm{.}110\mathrm{.}014\mathrm{.}06\mathrm{.}020\mathrm{.}0$

REQUIRED:

a$.$ Compute the expected return and standard deviation of each asset.

b$.$ Compute the covariance of asset

i$.$ A and B

ii$.$ B and C

iii. B and D