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E ( R 1 ) = 0 . 0 6 E ( R 2 ) = 0 . 1 1 E ( 1 ) =

E(R1)=0.06
E(R2)=0.11
E(1)=0.02
E(2)=0.06
portfolio to four decimal places.
a.r1,2=1.00
Expected return of a two-stock portfolio:
Expected standard deviation of a two-stock portfolio:
b.r1,2=0.70
Expected return of a two-stock portfolio:
Expected standard deviation of a two-stock portfolio:
c.r1,2=0.10
Expected return of a two-stock portfolio:
Expected standard deviation of a two-stock portfolio:
d.r1,2=0.00
Expected return of a two-stock portfolio:
Expected standard deviation of a two-stock portfolio:
e.r1,2=-0.10
Expected return of a two-stock portfolio:
Expected standard deviation of a two-stock portfolio:
f.r1,2=-0.70
Expected return of a two-stock portfolio:
Expected standard deviation of a two-stock portfolio:
g.r1,2=-1.00
Expected return of a two-stock portfolio:
Expected standard deviation of a two-stock portfolio:
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