You have decided to invest 20 percent of your wealth in Security A, 20 percent in Security B, and 60 percent in Security C. The following information is available about the possible returns from the three securities: Security A Security B Security C Return Probability Return Probability Return Probability 10% 0.45 6% 0.50 14% 0.60 18 0.25 14 0.40 22 0.25 20 0.30 16 0.10 24 0.15 Compute the expected return of the portfolio and the risk of the portfolio if the correlations between returns from the three securities are RAB.80; RA60; and RBC50. Do not round intermediate calculations. Round your answers to two decimal places. Expected return of the portfolio: % Risk of the portfolio: %