Finding expected mean variances and standard

Question

Consider the following ex ante (expected) distributions for assets 1 and 2: marginal distributions

Asset 1			Asset 2
m	R1m	f(R1m)	l	R2l	f(R2l)
1	12%	0.45	1	4%	0.09
2	6%	0.55	2	8%	0.17
			3	10%	0.35
			4	14%	0.39

joint distribution (for above outcomes of return)

m	L	f(R1m, R2l)
1	1	0.01
1	2	0.03
1	3	0.17
1	4	0.24
2	1	0.08
2	2	0.14
2	3	0.18
2	4	0.15

Question

Using the ex ante data given on the preceding page, calculate the following:

A. The expected (mean) returns (E[R_i]) for assets 1 and 2

B. The variances (total risk) of return (s_i²) for assets 1 and 2

C. The standard deviations (total risk) of return (s_i) for assets 1 and 2

D. The covariance of return (s_ij) between assets 1 and 2

E. The correlation coefficient of return (r_ij) between assets 1 and 2

 

Additional Information

This kinds of question lies from Statistics and it is about finding expected mean, variances, standard deviation and correlation coefficient between two assets and their returns.