Section A Question: In a portfolio, two risky assets, A and B, have the following scenarios of returns: Probability 35% 35% 30% 10% -4% 9% B 1% 4% -6% Question 1 (4 points) Calculate the expected return of each asset. Format 2 A 15 Question 3 (4 points) 18 Calculate the variance of each asset. 21 A 10 Format 8 Question 7 (4 points) What is the correlation of the returns? 21 A Format 2 A 15 Question 3 (4 points) 18 Calculate the variance of each asset. 21 A 10 Format 8 Question 7 (4 points) What is the correlation of the returns? 21 A Format