please answer only question C

Comprehensive Exercise on Portfolio Valuation (Two-Asset Case) Regent Portfolio Management Limited (RPML) have an opportunity of investing Mr. Clark's N7.5million retirement benefits either in asset X or asset Y. The forecasted possible outcome of the two assets in different states of economy are given in the table below. Assuming, RPML decided to invest N4.1million in asset X and N3.4million in asset Y. State of Economy Pandemic Pessimistic Optimistic Moderate Stagnation Prob. 0.10 0.20 0.40 0.20 0.10 Return (%) Y -8 14 10 -4 8 6 5 15 20 Required: a) Calculate the expected rate of return on portfolio, variance, and standard deviation of the portfolio. b) Calculate the covariance and coefficient of correlation of the portfolio c) Determine the optimum portfolio weights, variance, and standard deviation