need actual answer ASAP. course- corporate finance. TIA

4. Stock L and M have the following probability distribution of returns: Returns Economic Scenario Probabilities Stock L Stock M Recession 24% -1% -6% Normal 57% 12% 15% Boom 19% 18% 24% Required: Calculate portfolio coefficient of variation consisting of 41% of stock L and 59% of stock M and assume that correlation coefficient of two stocks is -0.48. [10]