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Problem 3 (10 points) A. Use the following information to answer the questions below: State Prob Return(S1) Return($2) A 0.4 30% - 5% B 0.6 - 10% 25% Invest 70% in Asset-A and 30% in Asset-B. The covariance between Asset-A returns and Asset-B returns is - 288. i). Calculate the standard deviation of returns for Asset-A and Asset-B. (3 points) ii). Calculate the correlation coefficient between Asset-A returns and Asset-B returns. (2 points)Problem 3 (continued) A pension fund manager is considering these mutual funds. The first is a stock fund, and the second is a long-term government and corporate bond fund. The characteristics of the risky funds are: Expected Return Standard Deviation The correlation between the fund returns is 0.10. a) What is the expected return and standard deviation for the minimum variance portfolio (MVP)? b) If the fund-returns are perfectly negatively correlated, what is the return on the minimum variance portfolio? (5 points)