Question: how do i work this out i need working out CASIC e portfolio and determine its expec (6 marks) 11. Consider the characterists of the
CASIC e portfolio and determine its expec (6 marks) 11. Consider the characterists of the following th and expected standard deviation Assets Weights 40% Expected Returns 9.5% Risk (Standard 18% Davlation) 35% 6.5% 8.5% 16% 10% Correlation Matrix 0.88 0.27 0.22 1.00 1.00 0.88 0.27 1.00 0.22 HINT: complete the table provided below. Risk 0.005184 Column Totals A B. C. Return is 8.40% and the risk (standard deviation) is 1.76% Return is 8.20% and the risk (standard deviation) is 13.33% Return is 8.40% and the risk (standard deviation) is 13.28% Return is 8.40% and the risk (standard deviation) is 13.22% D
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