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Consider the expected portfolio return and standard deviation of portfolios S and T in the following table: Portfolio S Expected portfolio return 5.4% Portfolio
Consider the expected portfolio return and standard deviation of portfolios S and T in the following table: Portfolio S Expected portfolio return 5.4% Portfolio standard deviation 10.5% Mix 60% T Assume the correlation between the two portfolios is zero. What is the expected return of the new combined portfolio? value in percentage with two decimal places) 6.8% 12.5% 40% % (enter a If the variance of return of the combined portfolio is 0.006469, and the risk-free interest is 4%, what is the Sharpe ratio of the combined portfolio? the form x.xx) (enter a value in
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