Calculate the standard deviation-monty

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The expected return of Monty is 19.0 percent, and the expected return of Flounder is 24.0 percent. Their standard deviations are 13.0 percent and 21.0 percent, respectively. If a portfolio is composed of 40 percent Monty and the remainder Flounder, calculate the expected return and the standard deviation of the portfolio, given a correlation coefficient between Monty and Flounder of 0.35. (Round intermediate calculations to 4 decimal places, e.g. 31.2125 and final answers to 2 decimal places, e.g. 15.25%.)

The expected return %

Standard deviation of portfolio %

Calculate the standard deviation if the correlation coefficient is -0.35. (Do not round intermediate calculations. Round answer to 2 decimal places, e.g. 15.25%.)

Standard deviation of portfolio %

Reference no: EM132673306

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