You are interested in making investment in S and B. The risk-free rate of return is 6% and the market risk premium is 7%. The expected return of S is 25%, the expected return of B 3 20%.T and the standard deviation of Bis 596. States Probabilities s B 1 0.4 2596 1596 2 0.3 3596 2096 3 1596 2596 4. 1596 3096 Required: (You should enter at least the last step of your calculations on the system) 1- Compute and analyze the correlation between S and B (round your answer to 2 decimals) (2 Marks) 2- If you would like to create a minimum variance portfolio, how much weight you will allocate to Sand B? (2 Marks) 3- Compute the expected return and risk of the minimum variance portfolio (2 Marks)