Question: You are given the following data about the returns on security A, R A and security B, RB. Along with the standard deviations of returns

You are given the following data about the returns on security A, R_Aand security B, RB. Along with the standard deviations of returns on asset A, Aand the standard deviations of returns on asset B, _B.Complete the following table for standard deviations of the portfolio for the two values of the correlation coefficient of returns on securities A and B (_AB)and the differing weights attached to the two securities w_Aand w_B.Show your workings.

R_A= 20%, _A= 60,R_B= 15%, _B=30

wAwBAB=0.5AB=0Return

0.70.3???

0.30.7???

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