Question: Using the information below evaluate the expected return and standard deviation of the portfolio of the S&P500 index fund and the international fund where

Using the information below evaluate the expected return and standard deviation of the portfolio of the

Using the information below evaluate the expected return and standard deviation of the portfolio of the S&P500 index fund and the international fund where the correlation is estimated to be .20 and Sarah still places half of her money in each of the funds. Investment Fund S&P500 fund International Fund Portfolio Expected Return Standard Deviation Investment Weight 12% 14% 20% 30% 50% 50% 100%

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