I need help and also need the calculations.

Consider the following description of a two-security economy: 12% State (Scenario) 1 (Extreme boom) 2 (Boom) 3 (Normal growth) 4 (Recession) 5 (Extreme recession) Probability Security 1 returns (%) Security 2 returns (%) 0.1 9% 7% 0.15 5% 0.4 4% 10% 0.2 6% 3% 0.15 8% -9% A) Basic summary statistics (5 points): Compute the expected returns, standard deviations, covariance and correlation for both securities (E(ri), Oi, E(ra), and oz), Cov(r,r2), and p(r,2). Show your calculations, and report these summary statistics in a simple table. B) Portfolio properties: i. MVP computation (5 points). Compute the weights of the minimum variance portfolio MVP, and report its expected return and standard deviation. ii. Adding the risk-free asset (5 points). Suppose that the economy is now augmented with the risk-free asset. Specifically, suppose that you can borrow or lend at the risk-free rate of r=5.66%. Calculate the weights for the optimal risky portfolio P, and report its expected return and standard deviation. Note: 1. The calculations for the minimum variance portfolio and optimal risky portfolio can be done by either using SOLVER or by using the formula. 2. You will not be penalized twice for the same error. Your answers from part A will be assumed to be correct when grading part B