Question: {b} Using the information in Table 1, calculate the expected return, standard deviation of returns and covariance of returns with the market (Mkt) returns of
{b} Using the information in Table 1, calculate the expected return, standard deviation of returns and covariance of returns with the market (Mkt) returns of an investor's portfolio that consists of a 40% investment in Asset X and a 60% investment in Asset Y. Table 1 Table 1 Asset E(R) STD(R) COV(R,,Ry) COV(R,R3) 0.12 0.18 0.042 0.02 Y 0.22 0.28 0.078 0.06 (6 marks) {Given your answer to (b) outlieve two (2) way the investor could adjust their portfolio to decrease the standard deviation of returns of their portfolio
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