Asset (A) E(RA)=12% (A)=6% Asset (B) E(RB)=18% (GB) = 16% WA = 60% WB = 40%...

 

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Asset (A) E(RA)=12% (A)=6% Asset (B) E(RB)=18% (GB) = 16% WA = 60% WB = 40% COVA,B = 0.00672 What is the expected return of a portfolio of two risky assets if the expected return E(Ri), standard deviation (ai), covariance (COVI,j), and asset weight (Wi) are as shown above? and round to two decimal places (Ex. 0.00%) Asset (A) E(RA)=12% (A)=6% Asset (B) E(RB)=18% (GB) = 16% WA = 60% WB = 40% COVA,B = 0.00672 What is the expected return of a portfolio of two risky assets if the expected return E(Ri), standard deviation (ai), covariance (COVI,j), and asset weight (Wi) are as shown above? and round to two decimal places (Ex. 0.00%)

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