Question: Consider the following information

Given the above information on two investments \(A\) and \(B\), calculate the following statistics: The correlation coefficient between \(\mathrm{A}\) and \(\mathrm{B}\) is 0.169.

1. Expected Return for \(\mathrm{A}\) :
2. Standard Deviation for \(A\) :
3. Expected Return for \(B\) :
4. Standard Deviation for B:
5. The expected return on a portfolio consisting of \(60 \% \mathrm{~A}\) and \(40 \% \mathrm{~B}\) :
6. The standard deviation of a portfolio consisting of \(60 \% \mathrm{~A}\) and \(40 \% \mathrm{~B}\) :
7. The covariance between \(\mathrm{A}\) and \(\mathrm{B}\) :

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