Question: Asset 1 Asset 2 Expected return 0.1 0.045 Standard deviation 0.12 0.22 if covariance is 0.004 weight 1 = 30% weight 2 = 70% what
Asset 1
Asset 2
Expected return
0.1
0.045
Standard deviation
0.12
0.22
if covariance is 0.004
weight 1 = 30%
weight 2 = 70%
what is the correlation
Answer for part 1
what is the return of the portfolio
Answer for part 2
what is the standard deviation of the portfolio?
Answer for part 3
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