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There are three assets that are of interest to an investor named Casey: shares in April Pharmaceuticals, shares in Bebop Recording Studios, and Cowabunga Bonds (A, B, and C for short). The returns for shares A and B over the next year have expected values 8% and 5% respectively. The standard deviations for A and B are 4% and 3% respectively. The correlation between these two returns is 0.55. Cowabunga Bonds, on the other hand, are known to give investors a guaranteed return of 3.5% per year. Casey currently has invested equal amounts of his portfolio in shares A, and B, but does not currently have any money invested in C. a) Calculate the expected return on Casey's portfolio. [2 marks] b) First calculate the covariance OAB: [2 marks] c) Calculate the variance and standard deviation of the return on Casey's portfolio. [3 marks] d) What can you say about 0 Ac and Obc? [1 mark] e) Baxter is another investor with a portfolio made up of these three assets. Specifically, he has 40%, 40% and 20% invested in A, B, and C respectively. Noting that Baxter has equal amounts invested in A and B, calculate the expected value and variance of the return on Baxter's portfolio. [2 marks]