Using the table below and assuming ?????1= 8,?????2 = 4, ?11 = 2, and ?12 = 2.5 12 I1 I2calculate the following using the general multi-index model:Expected returns.Variance of return.Cov \begin{tabular}{cccc} \hline & \multicolumn{3}{c}{ Security } \\ \cline { 2 - 4 } & \( \mathrm{A} \) & \( \mathrm{B} \) & \( \mathrm{C} \) \\ \hline \( \mathrm{a}_{\mathrm{i}} \) & 2 & 3 & 1 \\ \( \ma 0 answers