The table below shows scenario rates of return for two assets, A and B.

Scenario	Probability	Asset A	Asset B
1	0.15	15%	20%
2	0.30	0%	20%
3	0.40	15%	30%
4	0.15	25%	12%

Calculate the covariance and correlation between Asset A and Asset B when all scenario returns are increased by a fixed 5% (r_i* = r_i + 5.0%)..

Calculate the covariance and correlation between Asset A and Asset B when all scenario returns are reduced by 60% (r_i* = 0.4r_i).

Calculate the expected return and standard deviation of the return for a portfolio consisting of 30% Asset A and 70% Asset B.