please answer as soon as possible

GENERAL ELECTRIC BULLISH MARKET NORMAL MARKET BEARISH MARKET PROBABILITY EXPECTED RETURN 40% 20% -10% IBM CORPORATION EXPECTED RETURN BULLISH MARKET 27% NORMAL MARKET 18% BEARISH MARKET 20% -13% A) Calculate the expected return, and the standard deviation of each company B) Calculate the expected return, and the standard deviation of the two risky asset in a portfolio if the COVARIANCE of the two stocks is -240 Both stocks are equally weighted (i.e. 50% in Microsoft and 50% in Intel) C) Calculate the correlation coefficient of both risky assets. D) Calculate the expected return and the standard deviation of your portfolio that consist of 60% in the risky asset (i.e. GENERAL ELECTRIC & IBM) and 40 % in a risk free asset with a return of 6%.) RISK FREE IS 6% 30% 50% 20% PROBABILITY 30% 50%