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Question regarding the two-asset portfolio

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Two-Asset Portfolio

Stock A has an expected return of 10% and a standard deviation of 40%. Stock B has an expected return of 20% and a standard deviation of 65%. The correlation coefficient between Stocks A and B is 0.2. What is the expected return of a portfolio invested 30% in Stock A and 70% in Stock B? Round your answer to two decimal places.

What is the standard deviation of a portfolio invested 30% in Stock A and 70% in Stock B? Round your answer to two decimal places.

Reference no: EM131101080

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