Question: 8) The EQT Equity Fund has an expected return Er) of 14.190% and a standard deviation o of 20%. The ZQR Bond Fund has and

8) The EQT Equity Fund has an expected return Er) of

8) The EQT Equity Fund has an expected return Er) of 14.190% and a standard deviation o of 20%. The ZQR Bond Fund has and expected return E[r] of 7.510% and a standard deviation o of 10%. The correlation coefficient (p) is -0.12. A portfolio comprised of 69% EQT and 31% ZQR would have on of 20%. The Zar. Bond Fund has and expected returned an expected return of and a standard deviation of

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