You are given the following information on the future states of the economy and returns for 2 risky securities i and j. Assume that the Risk-Free rate of interest is 2.0% per year. Scenario Probability Return for Security Return for Security i j -20.00% 5.00% 10.00% 20.00% 25.00% Very Good Good 25.00% Average 25.00% 30.00% - 12.00% Poor 25.00% 50.00% 9.00% Compute the following items: 1, Client Harry walks in with $100 and wants an Expected Return of 8.0% in the next year. How much should Harry invest in the Risk-free rate? 1 DP: e.g.: $1234.5) 2, How much should Harry Invest in Security i? (1 DP: e.g.: $1234.5) 3, How much should Harry Invest in Security j? (1 DP: e.g.: $1234.5) 4, What is Harry's Portfolio's Standard Deviation? (4DP: e.g.: 0.1234) 5, Client Bill walks in with $1,000,000 and wants a Standard Deviation of 10% in the next year. What is Bill's Expected Return?( 4DP: e.g.: 0.1234)