(25 points 10.8% and 13.5%, respectively. The US, standard deviation is 15% and the German standar ) Suppose expected dollar returns to U.S. investors in the United States and Germany are deviation is 30.0%. a. Calculate the expected return of an equally weighted portfolio of these two indices. Calculate the standard deviations of equally weighted portfolios of the two indices under the observed corelation of 0.443. b. Despit nationa e the compelling logic of portfolio theory, few investors fully diversify their portfolios across ers. Instead, investors prefer assets from their own country. This tendency to invest in is called home asset bias. What might be the cause of home asset bias