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6. An investor is evaluating a two-asset portfolio for the following securities. Asset Expected return (%) Standard Deviation (%) Boeing (U.S) 18.6 22.8 Unilever (UK)

6. An investor is evaluating a two-asset portfolio for the following securities. Asset Expected return (%) Standard Deviation (%) Boeing (U.S) 18.6 22.8 Unilever (UK) 16.0 24.0 The two assets have a correlation of 0.6, calculate the expected risk and return for a portfolio that is equally weighted. (9 marks)

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