1 A FOUR-ASSET PORTFOLIO PROBLEM Porfolio X and Y statistics: Mean, variance, covariance, correlation \begin{tabular}{|l|l|l|} \hline 12 & Mean, E(rx) & \\ \hline 13 & Variance X & \\ \hline 14 & Covariance (X,Y) & \\ \hline 15 & Correlation XY & \\ \hline 16 & & \\ \hline \end{tabular} Mean, E(ry) Variance Y 17 Calculating returns of combinations of Portfolio X and Portfolio Y 18 Proportion of Portfolio X 19 Mean return, E(rp) 20 Variance of return 21 Stand. Dev. Of return 2322 \begin{tabular}{|l|} \hline 0.3 \\ \hline \\ \hline \\ \hline \end{tabular}