1. Consider the following information about the expected return and standard deviation of two assets A and B. What is the expected return and standard deviation of the indicated portfolio?

	% weight in portfolio	E(R)	sigma	Correlation coefficient
A	25%	5%	6%	0,6
B	75%	7%	4%	0,6

Select one or more:

a. 6,5% and 4,08%

b. None of the above

c. 6,5% and 3,62%

d. 6,5% and 5,3%