Question: ) Calculate the expected return and standard deviation of a portfolio invested in the following two risky assets. (4/. ) Security W E(r) A 40%

) Calculate the expected return and standard deviation of a portfolio invested in the following two risky assets. (4/. )

Security	W	E(r)
A	40%	10	18.63
B	60%	5	8.27

Correlation coefficient = - 0.49

b) Calculate the expected return of a complete portfolio invested equally in the risky portfolio calculated previously (a) and risk-free asset with 4% return. Compare your results?(2/. )

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