The ABC Equity Fund has an expected return E$[$r$]$ of $12\mathrm{.}160\%$ and a standard deviation $\backslash$sigma of $17\%.$ The ZQR Bond Fund has and expected return E$[$r$]$ of $2\mathrm{.}120\%$ and a standard deviation $\backslash$sigma of $12\%.$ The correlation coefficient $(\backslash$rho $)$ is $0\mathrm{.}17.$ A portfolio comprised of $25\%$ ABC and $75\%$ ZQRwould have$$an expected return of $4\mathrm{.}630\%($w$1$r$1)+($w$2$r$2)$and a standard deviation of $2\mathrm{.}104\%$sqrt$(($s$1^2)($w$1^2)+(2*$w$1$s$1$w$2$s$2$p$)+($s$2^2)($w$2^2))$