part 1-12 question.

Expected return and standard deviation Use the following information to answer the questions ? a. What is the expected return of each asset? b. What is the variance and the standard deviation of each asset? c. What is the expected return of a portfolio with 11% in asset J. 51% in asset K and 38% in asset ? d. What is the portfolio's vanance and standard deviation using the same asset weights from part (c)? Hint. Make sure to round all intermediato calculations to at least seven (7) decimal places. The input instructions phrases in parenthesis after each answer box only apply for the answers you will type: a. What is the expected return of asset J? (Round to four decimal places) Data table - X (Click on the following icon in order to copy its contents into a spreadsheet) State of Economy Boom Growth Stagnant Probability of State 0.29 035 0 24 Rotum on Asset J in State 0.070 0070 0.070 Return on Asset Kin State 0 240 0.140 0040 Return on Asset Lin State 0 290 0 200 0 080 heck answer Data table (Click on the following icon in order to copy its contents into a spreadsheet) State of Economy Boom Growth Stagnant Recession Probability of State 0.29 0.35 024 0.12 Retum on Asset J in State 0.070 0.070 0.070 0.070 Retum on Asset Kin State 0.240 0.140 0.040 -0.150 Return on Asset Lin State 0.290 0.200 0.080 -0.200 Print Done