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9. You have a portfolio of two branches, Branch A and Branch B and 75 percent of your total assets are invested in Branch A.
9. You have a portfolio of two branches, Branch A and Branch B and 75 percent of your total assets are invested in Branch A. The following information is given Expected return, E(RA)and E(Ra) Branch Expected return 20% 12% Covariance matrix Branch 625 120 120 196 Note:625-"(%), 120-Cov(RaRo)), "(RB)-196 A. Calculate the expected return of the portfolio. B. Compute portfolio standard deviation of returr
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