The expected return of Asset A and Asset B are 15% and 20% respectively, and the standard

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The expected return of Asset A and Asset B are 15% and 20% respectively, and the standard deviation of the two assets are 20% and 30% respectively. The correlation coefficient between the two assets is zero. Suppose you form a portfolio using the two assets, and the expected return of your portfolio is 22.5%. Find out the standard deviation of your portfolio.

Posted Date: May 19, 2024 06:05 AM

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The expected return of Asset A and Asset B are 15% and 20% respectively, and the standard

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