$\backslash$table$[[$Scenario$,$Probability,$\backslash$table$[[$Stock A$],[$forecast$],[$return$]],\backslash$table$[[$Stock B$],[$forecast$],[$return$]]],[1,0\mathrm{.}3,0\mathrm{.}1,-0\mathrm{.}2],[2,0\mathrm{.}4,0\mathrm{.}2,0\mathrm{.}1],[3,0\mathrm{.}3,0\mathrm{.}3,0\mathrm{.}1]]$

$($i$)$ Compute$/$calculate expected return and risk $($i$.$e$.,$ variance$/$standard deviation$)$ of Stock A and Stock B$.$

$($ii$)$ Compute$/$calculate expected return and risk $($i$.$e$,$ variance$/$standard deviation$)$ for a portfolio with $60\%$ in Stock A and $40\%$ in Stock B $(40\%).$ The returns in the below tables are forecast returns.

$($iii$)$ Compute$/$calculate the historical average return and standard deviation for a portfolio with $50\%$ in $x$ and $50\%$ in $Y.$

$1$

$\backslash$table$[[$Year$,\backslash$table$[[$Stock X$],[$Return$]],\backslash$table$[[$Stock Y$],[$Return$]]],[2019,0\mathrm{.}10,-0\mathrm{.}05],[2020,-0\mathrm{.}05,-0\mathrm{.}10],[2021,0\mathrm{.}12,0\mathrm{.}06],[2072,0\mathrm{.}16,00]]$