Question: State Return State Il Return Investment State Il Return (p 0.3) (p0.5) (p-0.2) 5% 7% -296 B 696 8% 3% Given the above information on

State Return State Il Return Investment State Il Return (p 0.3) (p0.5) (p-0.2) 5% 7% -296 B 696 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 1.91 and the correlation between A and B is 0.992. Calculate the standard deviation for a portfolio of 30% Asset A and 70% Asset B. 0 3.35% O 1.89% 4.44% 2.36% O 1.90%

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