Please help!!!

Solve the following questions using the data given below. Stocks Mean Return Standard Deviation X 1.2 12 2 Correlations X and Y 0.3 Covariance with the market X 4 2 Market Variance 4 Other Betas Factor1 Factor2 Factor3 X 1.2 -2 1 v 0.5 0.6 1.5 Risk Premiums RF 0.50% Market 593 Factor] Factor2 253 Factor3 491. Portfolio 1 _: X (50%) and Y (50%) a-) Find the Standard Deviation and the Expected Return of the portfolio 1. Fill the following variance covariance matrix (just the numbers up to 2 decimal points) X Y STDEV = MEAN= b-) Find the market, factor 1, factor 2, and factor 3 betas of portfolio 1. market Factor1 Factor2 Factor3 Betas c-) What are the required rate of returns of portfolio 1 based on CAPM and four factor models, respectively. Market: Four factor:2-) (15 points) Portfolio 2: X (30%%) - Y (30%) - risk free rate (40%] a-) Find the Standard Deviation and the Expected Return of the portfolio Fill the following variance covariance matrix (just the numbers up to 2 decimal points) X Y rf X -