Plese don't use excel. Show all work/steps.

Prob(scenario) Return of Investment A Return of Investment B -8% 10% -10% 20% 0% 4% 30% 12% 0% 20% 10% -4% 20% 20% 20% 3a. Compute the correlation between the two investments. 3b. Compute the expected return and standard deviation of this investment strategy for the following sets of portfolio weights: 1) 30% Investment A & 70% Investment B, and 2) 50% Investment A and 50% Investment B