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Estimate the expected returns and standard deviation

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The risk-free rate is 1.29%. The US equity markets have expected returns of 8.5% and the corresponding standard deviation of 20%. The Indian equity markets are expected to return 23% at a standard deviation of 31%. You estimated the correlation between the markets to be 0.28. A client would like to allocate 20% to risk-free, 50% to US equities and 30% to Indian equities. Both expected returns and standard deviations are annualized. Estimate the expected returns and standard deviation of your client's portfolio

Reference no: EM132956585

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