A Palestinian investor decides to hold a portfolio with 80% invested in the S&P 500 stock Index and 20% in the MSC market index. The expected retums 999 for the S&P 500 and 11.20 for MSCIndex. The risk (SO) is 1621% for the S&P 500 and 31.11% for the MSCI What will be the portfolio expected retum and risk even that the covariance between the S&P 500 and MSCH 0 precent or 0.0050. The portfolio tik 14. 17. 16.00 151 A Palestinian investor decides to hold a portfolio with 80% invested in the S&P 500 stock Index and 20% in the MSC market index. The expected retums 999 for the S&P 500 and 11.20 for MSCIndex. The risk (SO) is 1621% for the S&P 500 and 31.11% for the MSCI What will be the portfolio expected retum and risk even that the covariance between the S&P 500 and MSCH 0 precent or 0.0050. The portfolio tik 14. 17. 16.00 151