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There are three securities in the market. The following chart shows their possible payoffs: State WN - Probability Return on Return on Return on of

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There are three securities in the market. The following chart shows their possible payoffs: State WN - Probability Return on Return on Return on of Outcome Security 1 Security 2 Security 3 .15 .20 .20 .05 .35 .15 .10 .10 .35 .10 .15 .15 .15 .05 .05 .20 4 C-1. What is the expected return of a portfolio with half of its funds invested in Security 1 and half in Security 2? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Security 1 & 2 12.50: % c-2. What is the standard deviation of a portfolio with half of its funds invested in Security 1 and half in Security 2? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Security 1 & 2 % d-1. What is the expected return of a portfolio with half of its funds invested in Security 1 and half in Security 3? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Security 1 & 3 % d-2. What is the standard deviation of a portfolio with half of its funds invested in Security 1 and half in Security 3? (Leave no cells blank - be certain to enter "O" wherever required.) Security 1 & 3

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