Use the information in the table below to answer the next seven multiple choice questions.

State of Nature	Probability	Return on A	Return on B
I	0.2	7%	10%
II	0.2	10%	6%
III	0.6	14%	14%

The correlation between A and B is 0.25. The portfolio weight of A is 40%. The portfolio weight of B is 60%

The expected return in percent for investment A is

The standard deviation of returns for investment A is

The expected return in percent for investment B is

The standard deviation of returns for investment B is

The expected return in percent for a portfolio of 40% investment A and 60% investment B is

The covariance between investment A and investment B is

The return standard deviation for a portfolio of 40% investment A and 60% investment B is