use information from #1 to solve for the rest

Use the following information to answer question 17. Suppose there are three potential states of the economy for next year: good, normal, and bad. Each state has equal probability to occur, that is, the probability is 1/3 for all of them. Returns of asset A and B in each state are given in the following table. Find out the expected return of asset A and asset B. 9% for A and 7% for B 20% for A and 15% for B 8% for both A and B 10% for A and 8% for B 5% for A and 6% for B Question 2 2.5pts Find out the standard deviation of asset A and asset B. 9% for A and 7% for B 8.04% for A and 7.33% for B 733% for both A and B 0.74% for A and 0.86% for B 8.6% for A and 8.04% for B Find out the correlation coefficient between A and B. 0 0.21 1.23 0.0065 0.94 Question 4 2.5 pts Find out the expected return of a portfolio with equal weight invested in A and B. 8% 7.5% 8.5% 9% 7% Find out the standard deviation of a portfolio with equal weight invested in A and B. 8.04% 8.32% 6.89% 8.20% 8.6% Question 6 2.5pts You plan to invest in assets A and B, and hope your portfolio to have an expected return of 8.6%. How should you allocate your money on A and B ? 14% in A and the rest in B. 80% in A and the rest in B. 40% in A and the rest in B. 86% in A and the rest in B. 30% in A and the rest in B. What is the standard deviation of the portfolio you formed in the previous question? 8.49% 9.24% 8.6% 8.04% 8.41%