Question: Asset 1 Asset 2 Expected return 0.04 0.045 Standard deviation 0.12 0.23 if correlation is 0.4 weight 1 = 40% weight 2 = 60% what

Asset 1 Asset 2 Expected return 0.04 0.045 Standard deviation 0.12 0.23 if correlation is 0.4 weight 1 = 40% weight 2 = 60% what is the covariance 0.043 what is the return of the portfolio 0.01104 what is the standard deviation of the portfolio? 0.02616

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