Just need D, E, and F with work shown

Assume that you are considering selecting assets from among the following three candidates: A. Solve for the expected return and the standard deviation of return for Asset 2. B. Solve for the correlation coefficient and the covariance between Asset 1 and Asset 2. C. Solve for the expected return, variance, and diversification benefits for the portfolio that is 35% invested in Asset 1 and 65% invested in Asset 2. D. Solve for the expected return and the standard deviation of return for Asset 3. E. Solve for the correlation coefficient and the covariance between Asset 2 and Asset 3. F. Solve for the expected return, variance, and diversification benefits for the portfolio that is 20% invested in Asset 1, 55% invested in Asset 2, and 25% invested in Asset 3