State of Nature	Probability	Investment A Return	Investement B Return
I	0.25	6%	15%
II	0.4	9%	12%
III	0.35	5%	-3%

Given the above information on two investments A and B, calculate the statistics below. The correlation coefficient between A and B is 0.6472. Note that since the correlation is given, you do not have to do the long calculation for covariance, just use the shortcut

?

A. Expected Return for Investment A

B. Standard Deviation for Investment A

C. Expected Return for Investment B

D. Standard Deviation for Investment B

E. The covariance between A and B

F. The expected return for a portfolio consisting of 60% A and 40% B

G. The standard deviation of a portfolio consisting of 60% A and 40% B.

o AB pABo A or B