19&20

19 You have $10,000 to build a portfolio. You allocate $7,000 on A and set aside $1,000 in cash for reserve. The remaining amount is invested in B. How much is the expected return of your portfolio? a b R 7000 2000 20 What is the standard deviation of your portfolio? Assume cash does not contribute to the portfolio's risk measures, and correlation between asset A and B is 1