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16. Equation 8.9 can be modified to compute the risk of a three-security portfolio as follows: Op = w204 + wos + Wo + 2WAWB PABO AC8 + 2WAWCPACOAOC + 2W8WcPecoBoc You have decided to invest 40 percent of your wealth in Security A, 30 percent in Security B, and 30 percent in Security C. The following information is available about the possible returns from the three securities: Security A Return Probability 0.25 12 0.50 14 0.25 10% Security B Return Probability 13% 0.30 16 0.35 19 0.35 Security C Return Probability 14% 0.40 18 0.30 22 0.30 Compute the expected return of the portfolio and the risk of the portfolio if the correlations between returns from the three securities are PAB = 0.70; PAC = 0.60; and Pec = 0.85