please slove and explain gow answer was obatined

1. There are just two securities in the market. chart shows their possible payoffs in each of five mutually The following exclusive states. State R2 10.0% 8.0% 5.0% 0.0% -1.0% Probability R. 0.0% 4.0% 10.03 20.0% 22.0% 1 .10 .10 2 3 .20 .40 .20 4 5 (A) What are the expected returns for each security? (B) What are the variances and standard deviations for each security? (C) Calculate the covariance of R, and R, and the correlation coefficient of R, and R2. That is calculate COV( R1,R2) and A (D) What are the expected return and standard deviation of a portfolio with one-third (1/3) of its funds invested in security 1 and two-thirds (2/3) in security 2