please help me solve these problem, all the necessary information have been provided

\fConsider the possible rate of return that you might obtain over the next year. You can invest in stock H and stock L. State of Nature Probability Return on Stock H Return on Stock L UAWNE 0.3 18% 0% 0.1 5% -3% 0.3 12% 16% 0.2 4% 12% 0.1 7% 1%Calculate the expected return and the standard deviation for each of following six portfolios. Portfolio #1 #2 #3 #4 #5 #6 Min Risk invested in asset H (WH) 100 75 50 25 0 Calculate WA (Eq 8) invested in asset L (WL) 0 25 50 75 100 Calculate WB (Eq 8) Draw a graph similar to Fig 7-12 in page 210. You need to mark six portfolios in your graph. Identify: a. the maximum return portfolio, b. efficient portfolios. c. the minimum risk portfolio