Investment State I Return (p=0.3) State II Return (p = 0.5) State III Return (p=0.2) A 5% 11% 9% B 6% 8% -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 AB 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. AB A B .) F. The standard deviation of a portfolio consisting of 60% A and 40% B. G. The covariance between A and B