You are given the following information: Risk-free Rate = 2.5% / year.

Future State - One year from now	Probability	Return for Security A	Return for Security B
Very Good	10.00%	25.00%	-6.00%
Good	20.00%	15.00%	10.00%
Average	30.00%	10.00%	8.00%
Poor	40.00%	-8.00%	1.00%

Part I: Compute the following [40 pts.]

1. Expected Return for Securities A and B [5 pts.]

2. SD for Securities A and B [5 pts.]

3. Correlation of returns between Securities A and B [5 pts.]

4. Expected Return for the Minimum Variance Portfolio [5 pts.]

PLEASE DONT COPY PAST EARLIER ANSWERS. I WANT A VALID AND CORRECT ANSWER. ANY HELP WOULD BE HIGHLY APPRECIATED