Question: Questions: (4 points) i) Give the expression for the expected portfolio return, u p,1+1 = E(R pitt) and portfolio variance o' =V(R p.1+1 P.1+1- ):

Questions: (4 points) i) Give the expression for the expected portfolio return, u p,1+1 = E(R pitt) and portfolio variance o' =V(R p.1+1 P.1+1- ): as a function of the individual assets' characteristics and weights. (2 points)

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