I ,0 Type here to search 3. Biva riate distributions This problem follows the example on minute 24:00 of the Ch5 part 1 video. You invest equal sums (let's say $1 and $1) into \"blue chip\" shares and penny stock. And worry about the volatility of your portfolio. The table below lists the probabilities of getting 4' certain values of returns: Return on Probability penny stocks, -10 0.3 10 0.2 30 0.5 For penny stocks, the mean return is up = $14 and the variance is 0,3 = $2304. For blue chips, they are M3 = $12 and a; = $2116. Return on blue Probability CI'llQSl -10 10 30 0.1 0.7 0.2 The joint probability table for them is as follows:| Return on penny stocks -10 10 30 Return on blue chips -10 10 30 0.04 0.2 0.06 0.02 0.14 0.04 0.04 0.36 0.1 (a) Compose the bivariate table that has the possible values for P+B in the rst column and their respective probabilities in the second column. Double-check that the probabilities add up to one. (b) Find the mean and variance of your total portfolio return, up\