Chapter 6 Mini-Case: Risk, Return, and the Capital Assets Pricing Model Review the mini-case in Chapter 6 of your text and respond to the following: Andrea Corbridge is considering forming a portfolio consisting of Kalama Corp. and Adelphia Technologies. The two corporations have a correlation of -0.1789, and their expected returns and standard deviations are as follows:

Kalama Corp.	Adelphia Technologies
Expected return (%)	14.86	23.11
Standard Deviation (%)	23.36	31.89

Calculate the frontier for all possible investment combinations of Kalama Corp. and Adelphia Technologies (from 0% to 100%, in 1% increments). Determine the optimal risky portfolio if the risk-free rate is 3%.

*I have the answers already I need to know how to find the answers for standard deviation. Below I added some of the answers that I have to make it easier but what equation do I use and what numbers do I use in the equation? Please show me the 1st 3 (highlighted in bold)for standard deviationso I can do the rest.

Weight in Kalama	Weight in Adelphia	SDportfolio	ERportfolio
100%

0%

23.36%

14.86%

99%

1%

23.07%

14.94%

98%

2%

22.79%

15.03%

97%

3%

22.51%

15.11%

96%

4%

22.23%

15.19%

95%

5%

21.96%

15.27%

94%

6%

21.70%

15.36%

93%

7%

21.44%

15.44%

92%

8%

21.18%

15.52%

91%

9%

20.94%

15.60%

90%

10%

20.69%

15.69%

89%

11%

20.46%

15.77%

88%

12%

20.23%

15.85%

87%

13%

20.00%

15.93%