Kindly assist me get the answers of the following question

Consider the data in the table below, which relates to Securities 1. 2 and 3. Security 2 3 a; 0.0 2.0 -2.2 A 1.1 0.G 2.0 Va 2.2 1.3 1.2 You are given that the expected return and standard deviation of the market return are 10 and 5 respectively the returns of each security can be modelled using an appropriate single-index model. (1) Calculate: (a) the expected return and standard deviation of return for each security (b) the covariance of retums between each pair of securities. [4] (ii) Consider a portfolio which consists of Securities 1, 2 and 3 in equal proportions. Calculate: the variance of the portfolio (h) the systematic risk of the portfolio (c) the specific risk of the portfolio. [3] [Total 7]