Question: Compute the expected return and the standard deviation of this portfolio? Asset A (expected return) = 0.1 Asset A (standard deviation) = 0.25 Asset B

Compute the expected return and the standard deviation of this portfolio?

Asset A (expected return) = 0.1

Asset A (standard deviation) = 0.25

Asset B (expected return) = 0.2

Asset B (standard deviation) = 0.35

a) Expected return = 0.1192 , standard deviation = 0.05889

b) Expected return = 0.1592 , standard deviation = 0.2027

c) Expected return = 0.1192 , standard deviation = 0.2427

d) Expected return = 0.01192 , standard deviation = 0.02427 e None of the above.

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