Question: Asset 1 Asset 2 Expected return 0.1 0.067 Standard deviation 0.15 0.17 if correlation is 0.77 weight 1 = 40% weight 2 = 60% what

Asset 1
Asset 2
Expected return
0.1
0.067
Standard deviation
0.15
0.17
if correlation is 0.77
weight 1 = 40%
weight 2 = 60%
what is the covariance
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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