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a) Calculate the portfolio return b) portfolio risk by considering correlation coefficient Q.4. Consider the respective Risks and Returns of American and European Manufacturers for

a) Calculate the portfolio return

b) portfolio risk by considering correlation coefficient
Q.4. Consider the respective Risks and Returns of American and European Manufacturers for 2001-2005: American European Return 20% 25% Standard Deviation 15% 25% Weights 30% 70% Correlation Coefficient 0.9 Correlation Coefficient 0 Correlation Coefficient -0.4 Correlation Coefficient -1 Calculate the (a). Portfolio return (b). Portfolio Risk by considering correlation coefficient

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