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E(R) = 10 E(G) = 10 = 50 E(R2) = 20 E(62) = 20 W = 50 correlation coefficient = 0 (p(1.2) = 0) the
E(R) = 10 E(G) = 10 = 50 E(R2) = 20 E(62) = 20 W = 50 correlation coefficient = 0 (p(1.2) = 0) the expected standard deviation for the above portfolio is: 0.1118 0.0125 0.1025
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