Post-class Manaba test 2 Step1 The expected return and standard deviation of A are Elry)=0.1, . =0.05 The expected return and standard deviation of B are Elrp )=0.20, Op =0.2 Investment weights are wq=0.4 and we = 0.6 The correlation between A and B is p=-0.5 Post-class Manaba test 2 Step 2 Assuming that R =0.01 Investment weight wr=0.4 and we = 0.6 Risk-free and risky assets Portfolio P'expected return is ( ), standard deviation is ) 4. Risky-asset portfolio R' expected return is A multiple-choice question with one possible answer.(Required) 1. 18% 2. 20% 3. o 16% 4.12% 5.22% 5. Risky-asset portfolio R' standard deviation is A multiple-choice question with one possible answer.(Required) 1. 12.22% 2. 14.45% 3. 10.22% 4.o 11.14% 5. 8.23% 6. 16.33% 6. Risky- and risk-free-asset portfolio P' expected return is A multiple-choice question with one possible answer.(Required) 1.4% 2. 12% 3. 15% 4. 18% 5. 5% 6. 20% 7.11% 8.7% 7. Risky- and risk-free-asset portfolio P' standard deviation is A multiple-choice question with one possible answer.(Required) 1. 5.55% 2. 10% 3. 7.78% 4. 11.23% 5 4.45% 6. 6.75% 7. 12% + LOON