An investor owns a portfolio consisting of two mutual funds, A and B, with 40% invested in A. The following table lists the inputs for these funds.

An investor owns a portfolio consisting of two mutual funds, A and B, with 40% invested in A. The following table lists the inputs for these funds. Measures Fund A Fund B Expected Value 25 18 Variance 75 21 Covariance 25 Question 3: The expected value of the portfolio return is: 20.80% 24.10% 16.50% 12.18% 14.10% An investor owns a portfolio consisting of two mutual funds, A and B, with 40% invested in A. The following table lists the inputs for these funds. Measures Fund A Fund B Expected Value 25 18 Variance 75 21 Covariance 25 Question 4: The risk (standard deviation) of the portfolio return is: 3.23% 2.93% 5.62% 9.23% 6.31%