Individual State 1 Return (p=0.3) 5% . State 2 Return (p=0.5) 11% 8% State 3 Return (p=0.2) 9% -3% B 6% Given the above information on two investments A and B, calculate the following statistics: Question 1 15 pts Assume the correlation coefficient between A and B is 0.4. Calculate the covariance between A and B. Answer in decimal form and use 4 decimal places Use the following formula: OAB = PABO AOB | Question 2 15 pts Calculate the expected return on a portfolio consisting of 70% A and 30% B. Question 3 20 pts Calculate the standard deviation of a portfolio consisting of 70% A and 30% B. Answer in decimal form and use 3 decimal places