(b) Using the information in Table 1, calculate the expected return, standard deviation of returns and covariance of returns with the market (Mkt) returns of an investor's portfolio that consists of a 4096 investment in Asset X and a 60% investment in Asset Y. Table 1 Table 1 Asset E(Ri) STD(Ri) COV(Ri,RY) COV(Ri,RMkt) x 0.12 0.18 0.042 0.02 Y 0.22 0.28 0.078 0.06 (b) Using the information in Table 1, calculate the expected return, standard deviation of returns and covariance of returns with the market (Mkt) returns of an investor's portfolio that consists of a 4096 investment in Asset X and a 60% investment in Asset Y. Table 1 Table 1 Asset E(Ri) STD(Ri) COV(Ri,RY) COV(Ri,RMkt) x 0.12 0.18 0.042 0.02 Y 0.22 0.28 0.078 0.06