Question: Consider two risky assets A 1 and A 2 . A 1 has an expected return of 0 . 2 0 and a SD of

Consider two risky assets A1 and A2. A1 has an expected return of 0.20 and a SD of 0.1. A2 has an expected return of 0.10 and SD of 0.05. The correlation coefficient between the assets is -0.8. If the investor invests 80% of his wealth in A1 and 20% in A2, his portfolio's expected return and standard deviation are __________ and __________, respectively
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