Asset A and B have individual asset standard deviations of 9% and have a standard deviation of 21% respectively. The correlation between both assets is - 0.4. If 60% is invested in Asset A and the remainder in Asset B what is the two-asset portfolio standard deviation? A) 10.6% B) 15.0% C) 8.0% * D) 7.9% E) 9.7% An asset has an expected return of 17% and a standard deviation of 29%. What is the coefficient of variation for the asset? A) 0.586 B) 0.049 C) 1.706 * D) 0.907 E) None of the above