What is the expected return of the assets

What is the standard deviation of the assets

What is the covariance of the securities

What is the correlation coefficient for the securities

What is the overall expected rate of return on the portfolio across all 3 states

What is the overall expected standard deviation across all three states

Use the following information/data to answer the next six questions. Assume the following securities - A. B, and C- and that there are three possible states of nature that could be realized over the next year Assume that each state has the same probability of occurring and that you have the same amount in each security (thus, make sure you use 1/3 (333333333.... as your weight and don'tuse j NOTE: YOU MUST GET THE RIGHT ANSWER FOR EACH QUESTION BECAUSESO THE LATTER QUESTIONS PULL FROM WHAT YOU HAVE DERIVED IN THE E QUESTIONS invested Security A B C Return (state 1): 10.5% 8.0% 6.0% Return (state 2): 7.5% 7.0% 6.0% Return (state 3): 5.0% 5.5% 6.0% What are the expected returns for each of the assets? What are the standard deviations for each of the assets? 3What is the covariance between AB, BC, and AC (in this order)? What is the correlation coefficient for AB, BC, and AC (in this order)? What is the overall expected rate of return on the portfolio across all three states? What is the overall expected standard deviation on the portfolio across all three states