There are two risky returns, r1 and r2. r1 has an expected return of 0.18 and standard deviation 0.27. r2 0.1 and 0.2. An investor wants to hold a portfolio of r1 and r2 in such a way that the portfolio expected return is 0.14. 

Then in the worst situation, his portfolio standard deviation will be :

Answer rating: 100% (QA)

To calculate the worstcase portfolio standard deviation we can use the following formula p w12 12 w2... View the full answer