The following information relates to four assets:

Probability Return on E Return on F Return on G Return on H

$0\mathrm{.}110\%6\%14\%2\%$

$0\mathrm{.}210\%8\%12\%6\%$

$0\mathrm{.}410\%10\%10\%9\%$

$0\mathrm{.}210\%12\%8\%15\%$

$0\mathrm{.}110\%14\%6\%20\%$

$($a$)$ What is the expected return for each of the assets? $(4)$

$($b$)$ Calculate the variance of each asset. $(8)$

$($c$)$ Determine the covariance of asset F and G$.(4)$

$($d$)$ What is the correlation coefficient between assets F and G$?$