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1. The (annual) expected return and standard deviation of returns for 2 assets are as follows: Asset A Asset B E[r] 10% 20% SD[r] 30% 50% The correlation between the returns is 0.15. a. Calculate the expected returns and standard deviations of the following portfolios: (i) 80% in A, 20% in B (ii) 50% in A, 50% in B (iii) 20% in A, 80% in B

b. Find the weights for a portfolio with an expected return of 25%? What is the standard deviation of this portfolio?

2. In addition to the information in Q.1, assume that the (annual) risk-free (T-bill) rate is 4%.

a. Calculate the expected returns and standard deviations of the following portfolios: (i) 75% in the risk-free asset, 25% in B (ii) 25% in the risk-free asset, 75% in B (iii) 50% in the risk-free asset, 50% in the portfolio in Q.1a(ii)

b. Calculate the Sharpe ratios of (i) asset A (ii) asset B (iii) the portfolio in Q.1a(i) (iv) the portfolio in Q.1a(ii) (v) the portfolio in Q.1a(iii) (vi) the portfolio in Q.1a(iii)