There are three securities in the market. The following chart shows their possible payoffs:

a$-1.$ What is the expected return of each security? $($Do not round intermediate calculations. Round the final answers to $2$ decimal

places.$)$

a$-2.$ What is the standard deviation of each security? $($Do not round intermediate calculations. Round the final answers to $2$ decimal

places.$)$

b$-1.$ What are the covariances between the pairs of securities$?($Negative amount should be indicated by a minus sign. Do not round

intermediate calculations. Round the final answers to $6$ decimal places.$)$

b$-1.$ What are the covariances between the pairs of securities$?($Negative amount should be indicated by a minus sign. Do not round intermediate calculations. Round the final answers to $6$ decimal places.$)$

Covariances

Security $1$ & $2$

Security $1$ & $3$

Security $2$ & $3$

b$-2.$ What are the correlations between the pairs of securities$?($Negative amount should be indicated by a minus sign. Do not round intermediate calculations. Round the final answers to $4$ decimal places.$)$

Correlations

Security $1$ & $2$

Security $1$ & $3$

Security $2$ & $3$

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. Round the final answer to $2$ decimal places.$)$

Expected return

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. Round the final answer to $2$ decimal places.$)$

Standard deviation

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. Round the final answer to $2$ decimal places.$)$

Expected return

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 $"0"$ wherever required.$)$

Standard deviation

Security $1$ & $3$

e$-1.$ What is the expected return of a portfolio with half of its funds invested in Security $2$ and half in Security $3?($Do not round intermediate calculations. Round the final answer to $2$ decimal places.$)$

Expected return

Security $2$ & $3$

$\%$

e$-2.$ What is the standard deviation of a portfolio with half of its funds invested in Security $2$ and half in Security $3?($Do not round intermediate calculations. Round the final answer to $2$ decimal places.$)$

Standard deviation

Security $2$ & $3$

$\%$