The following data is given regarding three investments Gov Bond, Zam Beef and Zam Chicken.

		Predicted rate of return (%)
State	Probability	GOV BOND	ZAM BEEF	ZAM CHICKEN
Boom	0.3	10	25	14
Normal	0.45	10	22	18
Recession	0.25	10	12	-20

A. Find the CV (Coefficient of Variation) of each of the three investments and fill in the table below (?). Show all your calculations after the table.

B. Find the COV (Covariance) of all two-asset combinations and fill in the table below (?). Show all your calculations after the table.

C. Find the correlation coefficient of all two-asset combinations and fill in the table below (?). Show all your calculations after the table.

	GOV BOND	ZAM BEEF	ZAM CHICKEN
PART A.	?	?	?
PART B.	GOV BOND	ZAM BEEF	ZAM CHICKEN
GOV BOND		?	?
ZAM BEEF			?
ZAM CHICKEN
PART C.	GOV BOND	ZAM BEEF	ZAM CHICKEN
GOV BOND		?	?
ZAM BEEF			?
ZAM CHICKEN