You have two stocks A and B, and their returns along with S&P/TSX return for the last 3 years

Year	Returns of A	Returns of B	Returns of S&P/TSX
1	7.0%	-4.0%	9.0%
2	12.0%	-6.5%	-1.0%
3	6.5%	8.0%	11.0%

a) Calculate the covariance and correlation between assets A and B. For this, use average (mean) return for the stocks.

b) If you are willing to invest 60% of your money on A and rest on B, calculate your expected return and risk of the portfolio.

c) Calculate the betas of stock A and B.