Suppose that two assets have payoffs with probabilities given in the table below (marginal probabilities are given in the last row and the last column): Asset B : Asset A : a) Calculate the covariance and correlation between the payoffs on Asset A and Asset B. b) The price of Asset A is PA=2 and the price of Asset B is PB=1. An investor has an initial wealth of 100 and chooses to divide it equally between Assets A and B. Calculate the expected payoff (terminal wealth) for the investor and the variance of the payoff