Investment	State I Return (p=0.3)	State II Return (p = 0.5)	State III Return (p=0.2)
A	5%	11%	9%
B	6%	8%	-3%

Given the above information on two investments A and B, calculate the following statistics: The correlation coefficient between A and B is 0.169. (Note that since the correlation is given, you do not have to do the long calculation for covariance, just use s AB = r ABs As B .)

1. Expected Return for A

2. Standard Deviation for A

3. Expected Return for B

4. Standard Deviation for B

5. The expected return on a portfolio consisting of 60% A and 40% B.

6. The standard deviation of a portfolio consisting of 60% A and 40% B. (Check Answer: P = 2.47%)

7. The covariance between A and B