Question: Asset 1 Asset 2 Expected return 0.08 0.055 Standard deviation 0.16 0.2 if correlation is 0.4 weight l = 40% weight 2 = 60% what

 Asset 1 Asset 2 Expected return 0.08 0.055 Standard deviation 0.16

Asset 1 Asset 2 Expected return 0.08 0.055 Standard deviation 0.16 0.2 if correlation is 0.4 weight l = 40% weight 2 = 60% what is the covariance what is the return of the portfolio what is the standard deviation of the portfolio

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