Calculate each security's expected return, variance and standard deviation.

Calculate the probability distribution of the returns on a mixed portfolio comprised of equal proportions of securities A and B, i.e. calculate all possible returns on this portfolio and the probability of each one.

Also calculate the portfolio's expected return, variance and standard deviation.

Calculate the expected return and the variance of a mixed portfolio comprised of 75% of security A and 25% of security B.

Assume that an individual can either invest all of his resources in one of the two securities, A or B, or, alternatively, he can diversify his investment between the two. The distributions of the retums are as follows: Security A Security B Retum Probability Retum Probability 10 50 60 1/2 1/2 Assume that the corelation between the retums from the two securities is zero. and answer the following questions