Please show work to understand how to compute and distinguish between the different sections

Use the following scenario analysis for stocks X and Y to answer the questions. Round to the nearest 1/ 100 of 1% (ie., 15.07%). Normal Bull eaf Market Market Market Probability 15.00% 50.00% 35.00% Stock X -10.00% 11 .00% 25.00% Stock Y -24.00% 9.00% 40.00% 3.a) What are the expected rates of return for stocks X and Y (9 points)? 3.b) What are the standard deviations for of returns for stocks X and Y (8 points)? 3c) If the risk-free rate of return is 2.50%, what are the Sharpe Ratios for stocks X and Y (8 points)? (Please assume that the standard deviations of the excess returns are the same as the standard deviations of returns calculated in part b.) 3.d) Assume you have a $200,000 portfolio and you invest $75,000 in stock X and the remainder in stock Y. What is the expected return for this portfolio (8 points)