SNY has an expected return of 0.0835 and volatility of 0.1450. BBBY has an expected return of 0.2512 and volatility of 0.4000. The covariation between the two assets' returns is 0.0145. What is the expected return and standard deviation of the portfolio consisting of 50% of SNY and 50% of BBBY?

Question

Accepted Answer

Expected
return = 16.74%, standard deviation = 22.91%

Answer

Expected
return = 15.10%, standard deviation = 22.91%

Answer

Expected
return = 15.10%, standard deviation = 21.37%

Answer

Expected return = 16.74%, standard deviation = 21.37%

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SNY has an expected return of 0.0835 and volatility of 0.1450. BBBY has an expec...

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