Question: State Return State Il Return Investment State III Return (p=0.3) (p=0.5) (p=0.2) A 596 7% -2% B 6% 8% 3% Given the above information on

State Return State Il Return Investment State III Return (p=0.3) (p=0.5)

State Return State Il Return Investment State III Return (p=0.3) (p=0.5) (p=0.2) A 596 7% -2% B 6% 8% 3% Given the above information on two investments A and B. Also, Expected Return for Asset Bis 6,4%, the Standard Deviation for Asset Bis 191 and the correlation between A and B is 0.992 Calculate the expected return for a portfolio of 30% Asset A and 70% Asset B. 7.63% 5.86% 10.03% 12.71% 11.79%

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