What are the portfolio expected return

Reference no: EM132046840

Question: A portfolio has two assets; A & B. Asset A has an expected return of 5% and a standard deviation of return of 2%. Asset B, on the other hand, has an expected return of 12% and a standard deviation of return of 5%. The covariance of return is 7.5(%). What are the portfolio's expected return and standard deviation, if 50% of the portfolio is in asset A?

Reference no: EM132046840

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