Question: Moving to another question will save this response. estion 31 3.125 Asset (A) Asset (B) E(RA) = 12% E(RB) = 18% (OA) = 6% (OB)

Moving to another question will save this response. estion 31 3.125 Asset (A) Asset (B) E(RA) = 12% E(RB) = 18% (OA) = 6% (OB) = 16% WA = 60% WB = 40% COVA,B = 0.00672 What is the expected return of a portfolio of two risky assets if the expected return E(Ri), standard deviation (oi), covariance (COVi,j), and asset weight (Wi) are as shown above? Submit your final answer as a and round to two decimal places (Ex. 0.00%) A Moving to another question will save this response.

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