Question: please answer e and f !!!! The expected returns and standard deviation of returns for two securities are as follows: Security A Security B Expected

please answer e and f !!!! The expected returns and standard deviation of returns for two securities are as follows: Security A Security B please answer e and f !!!!

The expected returns and standard deviation of returns for two securities are as follows: Security A Security B Expected Return 0.15 0.35 Standard Deviation (STD) 0.2 0.4 The correlation between the returns is + 0.25. (a) Calculate the expected return and standard deviation for the following portfolios: i. all in A ii. 0.75 in A and 0.25 in B iii. 0.5 in A and 0.5 in B iv. 0.25 in A and 0.75 in B V. all in B (b) Draw the mean-standard deviation or mean variance frontier (possible set). (c) Calculate the expected return and standard deviation for the following portfolios: i -0.1 in A and +1.1 in B ii -0.5 in A and +1.5 in B iii -0.5 in B and +1.5 in A (d) Draw the new mean - standard deviation or mean variance frontier (e) Which portfolios might be held by an investor who likes high mean and low standard deviation? (f) What is the expected return of the minimum Variance portfolio? Now assume that the correlation between the returns of the two assets is 0. Repeat the exercise. Summarize your results. The expected returns and standard deviation of returns for two securities are as follows: Security A Security B Expected Return 0.15 0.35 Standard Deviation (STD) 0.2 0.4 The correlation between the returns is + 0.25. (a) Calculate the expected return and standard deviation for the following portfolios: i. all in A ii. 0.75 in A and 0.25 in B iii. 0.5 in A and 0.5 in B iv. 0.25 in A and 0.75 in B V. all in B (b) Draw the mean-standard deviation or mean variance frontier (possible set). (c) Calculate the expected return and standard deviation for the following portfolios: i -0.1 in A and +1.1 in B ii -0.5 in A and +1.5 in B iii -0.5 in B and +1.5 in A (d) Draw the new mean - standard deviation or mean variance frontier (e) Which portfolios might be held by an investor who likes high mean and low standard deviation? (f) What is the expected return of the minimum Variance portfolio? Now assume that the correlation between the returns of the two assets is 0. Repeat the exercise. Summarize your results

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