You are an active portfolio manager. You received the following information regarding the expected market excess returns, market variance, and the risk-free rate Market: E(R_M) = 0.12, ²_M=0.16 ; r_f = 0.02

You also received information regarding four candidate securities for your active portfolio A :

Security	i	i	ie
1	0.04	1.10	0.10
2	0.03	0.90	0.40
3	-0.01	1.20	0.32
4	0.02	0.80	0.25

1. report _A , _A, ²_EA; R_A, ²_A, cov(R_A, R_M)