I need part D answered.

You have to show your work to earn credit! Chapter 8 1. Suppose you form a portfolio that consists of 60% investment ABC and 40% investment RST. a) Compute the return of the portfolio in each state: State 1 Porttolo Return: 0.622+0.42=12.4% State 2 Portfoio Return 0.612+0.4212=12% State 3 Portfolio Return.0.622+0.4+30-13.2\% b) Compute the expected return of the portfolio 0.112.4+0.612+0.313.2=12.4% c) Compute the standard deviation of the portfolio (12.412.4)20.1+(1212.4)20.6+(13.212.4)20.3 0+.096+.192=53.7%