Question: Asset A: Expected return = 1 0 % , Standard deviation = 1 5 % . Asset B: Expected return = 8 % , Standard

Asset A: Expected return =10%, Standard deviation =15%.
Asset B: Expected return =8%, Standard deviation =10%. Correlation: 0.5
The weight of a portfolio with 60% invested in Asset A and 40% invested in Asset B.
Calculate the expected return, variance and standard deviation of the portfolio

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