QUESTION $1(20$ marks$)$

The following information relates to four assets:

$($a$)$ What is the expected return for each of the assets? $(4)$

$($b$)$ Calculate the variance of each asset. $(8)$

$($c$)$ Determine the covariance of asset $F$ and G$.(4)$

$($d$)$ What is the correlation coefficient between assets F and G$?(4)$