Given the following information: Probability Return on Return on Return on Correlation stock A stock B stock C 0.2 10% 22% 12% AB=0.32 0.7 30% 14% 6% AC= -0.1 0.1 20% 7% 2% BC= 0.47 1. Calculate the expected returns and standard deviations of the three securities. 2. Suppose you invest $2,500 in security A, $3,500 in security B and $1000 in security C, Calculate the expected return and standard deviation of your portfolio