What is the correlation coefficient of the two securities?

State Boom Normal Bust Probability .25 .65 .10 Return on A Return on B 15% (??? 300 -as ,OS75 4% 10% 4% 9% a. Calculate the expected returns for A and B. b. Calculate the standard deviations for A and B. c. Calculate the covariance of the two companies.-% 4410 C d. What is the expected return on a portfolio with weights of 40% in B? What is the standard deviation of a portfolio with weights of 40% remainder in security B? e. f. What is the correlation coefficient of the two securities