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6) The ISR Equity Fund has an expected return E[r] of 21.780% and a standard deviation o of 16%. The RST Bond Fund has and
6) The ISR Equity Fund has an expected return E[r] of 21.780% and a standard deviation o of 16%. The RST Bond Fund has and expected return E[r] of 7.670% and a standard deviation o of 11%. The correlation coefficient (P) is 0.52. A portfolio comprised of 94% ISR and 6% RST would have an expected return of and a standard deviation of
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