There are two securities in the market. The following chart shows their possible payoffs Return on Security 2 0.28 0.18 0.23 0.13 Probability of Return on State OutcomeSecurity 1 0.13 0.25 0.25 0.37 0.26 0.21 0.16 0.11 4 Required (a) What are the expected return and standard deviation of each security? (Do not include the percent signs (%). Round your answers to 2 decimal places. (e.g., 32.16) Security 1 Security 2 Expected return Standard deviation (b) What is the covariances and correlations between the securities? (Negative amounts should be indicated by a minus sign. Round your covariances to 6 decimal places. (e.g., 32.161616). Round your correlations to 4 decimal places. (e.g., 32.1616)) Security 1 & 2 Covariances Correlations