Question: please show all work 8. Supposer: - N(0.05,0.01). 13 - N(0.1,0.04) with P B = -0.1 a. (5pts) Suppose you construct a portfolio with 60%

please show all work 8. Supposer: - N(0.05,0.01). 13 - N(0.1,0.04)

please show all work

8. Supposer: - N(0.05,0.01). 13 - N(0.1,0.04) with P B = -0.1 a. (5pts) Suppose you construct a portfolio with 60% for A and 40% for B. Find the variance of the portfolio CCR. b. (5pts) Find the portfolio expected gross return. (5pts) Find the expected portfolio CCR. C. 8. Supposer: - N(0.05,0.01). 13 - N(0.1,0.04) with P B = -0.1 a. (5pts) Suppose you construct a portfolio with 60% for A and 40% for B. Find the variance of the portfolio CCR. b. (5pts) Find the portfolio expected gross return. (5pts) Find the expected portfolio CCR. C

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