Need equation calculation plz

Stocks A and B have the following return distributions and expected returns. State of the Market Poor Fair Great Probabilitv 0.25 0.50 0.25 Stock A's Return |Stock B's Return 20.0% 15.0% 20.0% 7.5% 30.0% 20.0% -10.0% 15.0% a) b) c) Expected return Calculate the covariance of returns for the two securities. Calculate the correlation coefficient for the two securities. Calculate the expected return and standard deviation of returns for a portfolio with $10,000 invested in A and $15,000 in B. d) What is (are) the source(s) of diversification benefits in this portfolio? Explaiin