Not supposed to be done in excel.

State of Nature 1 Probability 0.25 0.4 0.35 Investment A Return 6% 9% 5% Investment B Return 15% 12% -3% III Given the above information on two investments A and B, calculate the statistics below. The correlation coefficient between A and B is 0.6472. Note that since the correlation is given, you do not have to do the long calculation for covariance, just use the shortcut = PA00,- E. The covariance between A and B F. The expected return for a portfolio consisting of 60% A and 40% B G. The standard deviation of a portfolio consisting of 60% A and 40% B