please answer question 1 and 2

Scenario 1: Weighted 30% Tesla, 20% IBM, 20% GE, and 30% Amazon \begin{tabular}{|c|c|c|c|c|c|c|c|} \hline & & Weights & 0.3 & 0.2 & 0.2 & 0.3 & \\ \hline & State of the World & \begin{tabular}{l} Probability of State of World \\ Occuring \end{tabular} & Tesla & IBM & GE & Amazon & Portfolio \\ \hline & Below Avg & & -0.12 & 0.01 & -0.01 & -0.02 & -0.0420000 \\ \hline & Avg & 0.4 & 0.04 & 0.06 & 0.03 & 0.05 & 0.0450000 \\ \hline & Above Avg & 0.3 & 0.1 & 0.09 & 0.07 & 0.11 & 0.0950000 \\ \hline & & & & & & & \\ \hline 12. & & E(r) & 0.0100000 & 0.0540000 & 0.0300000 & 0.0470000 & 0.0339000 \\ \hline 13 & & Std Deviation & 0.3216103 & \begin{tabular}{|l|l|} 0.2991336 \\ \end{tabular} & 0.2645444 & 0.3320122 & 0.3094384 \\ \hline 14 & & Coefficient of Variation & 32.1610328 & 5.5395118 & 8.8181462 & 7.0640896 & 9.1279776 \\ \hline 15 & & & 3 & & & & \\ \hline 16 & & & & & & & \\ \hline 17 & 1) Did the portfolio ri & riskincrease or decrease betwee & n scenarios 1 anc & nd 2? & & & \\ \hline \end{tabular} 2) Provide a brief explanation of why did the portfolio risk increase or decrease? Scenario 2 : Weighted 10% Tesla, 20%IBM,20%GE, and 50% Amazon