There are three securities in the market. The following chart shows their possible payoffs: State 1 2 3 4 Probability Return on Return on Return on of Security 1 Security 2 Security 3 Outcome .15 .20 .20 .05 .35 .15 .10 .10 .35 .10 .15 .15 .15 .05 .05 .20 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 % 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