A. Expected Return for A

B. Standard Deviation for A

C. Expected Return for B

D. Standard Deviation for B

E. The expected return on a portfolio consisting of 60% A and 40% B.

F. The standard deviation of a portfolio consisting of 60% A and 40% B.

G. The covariance between A and B

Investment State I Return (p-0.3) 5% 6% State II Return (p = 0.5) 11% 8% State III Return (p-0.2) 5% -3% Given the above information on two investments A and B, calculate the following statistics: The correlation coefficient between A and B is 0.169. (Note that since the correlation is given, you do not have to do the long calculation for covariance, just use - .)