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.

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:
7. The covariance between A and B: