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

State Probability of Outcome Return on Security $1$ Return on Security $2$ Return on Security $3$

$1\mathrm{.}14\mathrm{.}196\mathrm{.}196\mathrm{.}046$

$2\mathrm{.}36\mathrm{.}146\mathrm{.}096\mathrm{.}096$

$3\mathrm{.}36\mathrm{.}096\mathrm{.}146\mathrm{.}146$

$4\mathrm{.}14\mathrm{.}046\mathrm{.}046\mathrm{.}196$

a$-1.$

What is the expected return of each security? $($Do not round intermediate calculations and enter your answers as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

a$-2.$

What is the standard deviation of each security? $($Do not round intermediate calculations and enter your answers as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

b$-1.$

What are the covariances between the pairs of securities$?($A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answers to $5$ decimal places, e$.$g$.,\mathrm{.}16162.)$

b$-2.$

What are the correlations between the pairs of securities$?($A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answers to $4$ decimal places, e$.$g$.,\mathrm{.}1616.)$

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$.,32\mathrm{.}16.)$

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$.,32\mathrm{.}16.)$

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$.,32\mathrm{.}16.)$

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.$)$

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 and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

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 and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$