What are the steps to get the answers for both, thank you!

Consider the expected returns and risks for two funds I and M in the table below (use this table for both #9 and #10): R Rm mean 0.055 0.089 Variance 0.005925 0.000409 What is the expected return on a portfolio 40% invested in I and 60% invested in M? 0.0675 0.0686 0,072 0.0754 E(R) = w;E(R) + .E (Rm) Continue from #9, suppose the covariance of Rand Rm is 0.0013, what is the standard deviation on a portfolio 40% invested in and 60% invested in M? 0.0036952 0.0607885 00017192 0.0414638 Use the variance of a portfolio formula. Note that standard deviation - SQRT Variance)