Question: Consider a two-asset portfolio Asset A B Expected Return (r) 11.0% 10.6% SD () 21.5% 17.2% Weight (w) 0.78 1-0.78 Correlation 0.30 Calculate the standard

Consider a two-asset portfolio

Asset A B
Expected Return (r) 11.0% 10.6%
SD () 21.5% 17.2%
Weight (w) 0.78 1-0.78
Correlation 0.30

Calculate the standard deviation (in % and two decimal places) of your portfolio.

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