An investor puts 60% of his investment into SPY, an 5&P500 index ETF, and the remaining 40% into! creating a balanced portfolio. The standard deviation of SPY is 10.7%, while the standard deviation l standard deviation of this portfolio if the correlation between the two instruments is -O.10. Asset SPY AGG Correlation Portfolio variance Portfolio standard deviation Expected portfolio return Weight of CSCO 0% 5% 10% 15% 20% 25% 30% 35% 40% 45% 50% 55% 60% 65% 70% 75% 80% 85% 90% 95% 100% Weight Portfolio standard deviation 2.98% 2.83% 2.79% 2.86% 3.04% 3.31% 3.65% 4.04% 4.47% 4.93% 5.41% 5.90% 6.41% 6.93% 7.45% 7.98% 8.52% 9.06% 9.60% 10.15% 10.70% Expected return 0.6 0.4 -0.1 0.0041106736 6.41% 6.69% 8.60% 3.82% Portfolio expected return 3.82% 4.06% 4.30% 4.54% 4.78% 5.02% 5.25% 5.49% 5.73% 5.97% 6.21% 6.45% 6.69% 6.93% 7.17% 7.41% 7.64% 7.88% 8.12% 8.36% 8.60%