Kindly Provide the Solution for the Question bellow

Suppose the shares of two companies X and Y, have the following probability distributions: State Probability Returns on x Returns on Y of the economy Boom 0.3 22% 3% Steady growth 0.5 10% 28% Slump 0.2 0% -3% Required: (1) Calculate the expected returns and standard deviation for company X and company Y's returns. If an investor were to construct a two-asset portfolio consisting of shares in companies X and Y such that 75% of her funds were placed in the shares of X and the remainder of her funds were placed in Y, what is expected return E (rp) and risk (op) of this portfolio? (N/B. You have to calculate the covariance and correlation coefficient first)