Question: 5) The LVRG Equity Fund has an expected return E[r] of 12.070% and a standard deviation a of 17%. The XYZ Bond Fund has and
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5) The LVRG Equity Fund has an expected return E[r] of 12.070% and a standard deviation a of 17%. The XYZ Bond Fund has and expected return E[r] of 4.950% and a standard deviation a of 12%. The correlation coefficient (p) is 0.28. A portfolio comprised of 80% LVRG and 20% XYZ would have % an expected return of and a standard deviation of
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