1) If you plan to hold 35% of Asset A and 65% of Asset B in the portfolio, what is the expected return of this portfolio

2 ) Use the same portfolio information as in question 4, what is the portfolio return standard deviation?

You need to form a portfolio using two risky assets. Asset E(R) Sigma Asset A 12% 18% Asset B 17% 25% The correlation coefficient between Asset A and Asset B is 0.25 If you plan to hold 35% of Asset A and 65% of Asset B in the portfolio, what is the expected return of this portfolio