Given the following information, please calculate (a) the expected return of the portfolio whose portfolio weights for asset A and asset B are 40% and 60%, respectively, (2) the standard deviation of this portfolio, and (3) the correlation coefficient between asset A and asset B.

	Probability	A	B
State 1	0.25	-5%	2%
State 2	0.5	20%	5%
State 3	0.25	25%	15%