Question: 5. Given below is the information pertaining to two assets: Asset A and Asset 'B: Particulars Asset A Asset B Expected Return (96) 14. Standard

5. Given below is the information pertaining to two assets: Asset

5. Given below is the information pertaining to two assets: Asset A and Asset 'B: Particulars Asset A Asset B Expected Return (96) 14. Standard Deviation (16) 12 Covariance is 125 (a) Determine the correlation between the two assets (6) Calculate the expected return and risk of the portfolio if the proportion of asset A and Asset B ir the portfolio is 40% and 60% respectively

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