What is the standard deviation of the portfolio

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Security F has an expected return of 11.1 percent and a standard deviation of 44.1 percent per year. Security G has an expected return of 16.1 percent and a standard deviation of 63.1 percent per year. a. What is the expected return on a portfolio composed of 29 percent of Security F and 71 percent of Security G? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) Expected return % b. If the correlation between the returns of Security F and Security G is .24, what is the standard deviation of the portfolio described in part (a)? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).)

Reference no: EM131821567

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