Problem 3 (10 points) A. Use the following information to answer the questions below: State Prob Return(S1) Return(S2) 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 (10 points) A. Use the following information to answer the questions below: State Prob Return(S1) Return(S2) 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)