Three Securities Have the Following Expected Returns: X = 10

Three securities have the following expected returns: X = 10 per cent, Y = 18 per cent, and Z = 25 per cent.
(a) Calculate the expected return for a portfolio consisting of all three securities if equal amounts are placed in each security.
(b) Assume that the standard deviations for these three securities are, respectively, 12 per cent, 14 per cent, and 18 per cent. The correlation coefficients are as follows: XY = +.6, YZ = +.2, and XZ = -.3. Assuming equal weights, calculate the standard deviation for the portfolio.