Question: Asset 1 Asset 2 Expected return 0.1 0.12 Standard deviation 0.12 0.18 if correlation is 0.35 weight l = 40% weight 2 = 60% what

Asset 1 Asset 2 Expected return 0.1 0.12 Standard deviation 0.12

Asset 1 Asset 2 Expected return 0.1 0.12 Standard deviation 0.12 0.18 if correlation is 0.35 weight l = 40% weight 2 = 60% what is the covariance 0.0765 what is the return of the portfolio 0.112 what is the standard deviation of the portfolio 0.1326

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