1.

Let's say there are two stocks, A and B.

1. The annual expected returns of shares A and B are 10% and 15%, respectively.

2. The volatility of the annual returns of A and B shares is 18% and 20%, respectively.

3. The correlation coefficient for the return on the two assets is 0.25.

4. An expected return on a portfolio of X and Y was 12%.

Given the volatility of the portfolio we're talking about in 4?

Mark up to the second decimal place in % units.

2.

I'm going to invest in two of the following four portfolios.

What is the final portfolio configured to include all the assets in the inefficient portfolio?

Portfolio	Expected rate of return	Volatility
A	3%	10%
B	5%	10%
C	5%	15%
D	7%	20%

1. A
2. B
3. C
4. A

Please solve question number two. Tell me which one to choose. Question number one provides a solution.Thank you so much for the good.