Please provide manual solution.

1)Given the information in the table below calculate the standard deviation of a portfolio combining Asset A and Asset B in the proportions of 40% and 60%, respectively. A correlation of .5 exists between A and B.

Asset A: 0.10 SD, 0.4 weight

Asset B: 0.15 SD, 0.6 weight

2) Given the following information calculate the standard deviation of returns of a portfolio that combines government bonds with the market portfolio.

Rm = .11

Rf = .05

Standard Deviation of market return = 0.11

Enter your answer as a decimal accurate to three decimal places.

Proportion invested in Rm = 0.5

3)Calculate the expected return from a portfolio consisting of three securities with the following expected returns and weights:

A: 0.10 E(r), weight 40%

B: 0.12 E(r), weight 40%

C: 0.14 E(r), Weight 20%