Question: Security1 5% 20% Security 2 Expected Return Standard deviation 15% 40% A. If weight!-25% of weight 2 and Correlations 1, what is the portfolio standard

Security1 5% 20% Security 2 Expected Return Standard deviation 15% 40%

Security1 5% 20% Security 2 Expected Return Standard deviation 15% 40% A. If weight!-25% of weight 2 and Correlations 1, what is the portfolio standard deviation? 1. 1. B. If correlation 0, what are the weights for the portfolio with the smallest variance C. Given risk free return is 2.5%, if I'm holding 50% Stock 2 and 50% Risk free, what is my Portfolio's STD and Return? 1

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