Question: Consider the expected returns and risks for two funds I and M in the table below (use this table for both #8 and #9): Means

Consider the expected returns and risks for two funds I and M in the table below (use this table for both #8 and #9): Means and Variances for Assets I and M Rm 0.055 0.089 mean Variance 0.0081 0.0144 suppose the covariance of Ri and RM is 0.0013, what is the standard deviation on a portfolio 40% invested in I and 60% invested in M?

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