Use the following information the answer the next 3 questions: Given the following probabilities and possible returns for two securities, A&B, Probability A B 0.2 -2% 10% 0.3 6% 5% 0.2 11% 3% 0.2 12% 0% 0.1 14% -2%

1) What is the expected return on security A?

2) The standard devination for security B is:

3) The covariance between A&B is: