Do them both

You want to form a portfolio using the following two risky assets. Asset A: expected return =12%; standard deviation =18%. Asset B: expected return =17%; standard deviation =25%. The correlation coefficient between Asset A and B is 0.25. If you plan to hold 35% of Asset A and 65% of Asset B in the portfolio, what is the expected return of this portfolio? 15.25% 14.75% 13.50% 16.15% You want to form a portfolio using the following two risky assets. Asset A: expected return =12%; standard deviation =18%. Asset B: expected return =17%; standard deviation =25%. The correlation coefficient between Asset A and B is 0.25. If you plan to hold 35% of Asset A and 65% of Asset B in the portfolio, what is the standard deviation of this portfolio return? 17.43% 34.70% 23.02% 18.84%