The following equation can be used to compute the risk of a three-security portfolio as follows: wa+was+wc+2AUPASTA + 2A UOPACO AC +2pWC PACO You have decided to invest 20 percent of your wealth in Security A, 40 percene in Security B, and 40 percent in Security C. The following information is available about the possible returns from the three securities Security A Security Security C Return Probability Return Probability Return Probability 10% 0.40 6 0.45 149 0.45 15 0.50 11 0.45 19 0.35 20 16 0.10 24 0.20 0.10 Compute the expected return of the portfolio and the risk of the portfolio If the correlations between returns from the three securities are PAB -0.75, PAC -0.55; and PC -0.65 Do not round intermediate calculations, Round your answers to two decimal places. Expected return of the portfolio 96 Risk of the portfolio %