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An Investor has invested 60 % of his money in security A and 40% in security B. calculate the expected return and expected risk of

An Investor has invested 60 % of his money in security A and 40% in security B. calculate the expected return and expected risk of his portfolio if the details of security A and B is given below:

Probability

Return(%)

A

B

0.2

15%

15%

0.3

20%

25%

0.2

-10%

5%

0.3

30%

20%

If correlation coefficient between A and B is a) r = 1, b) r = -1

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