Mr$.$ Sharma's portfolio return are given below:

$\backslash$table$[[$Year$,$Securities,Return$],[1,x,12],[1,Y,10],[2,x,18],[2,Y,16]]$

Standard deviation of both the securities is $3.$

Calculate:

$($a$)$ Expected rate of return on his portfolio if it is made up of $50\%$ of $x$ and $50\%$ of $Y.$

$($b$)$ Covariance of $x$ and $Y.$

$($c$)$ Portfolio risk made up of $50\%$ of $x$ and $50\%$ of $Y.$