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Given the returns, risk, and correlation: E(ro PSB Portfolio S 0.115 0.42 -0.43 Portfolio B 0.08 0.11 Risk-free 0.055 What is the expected return for

Given the returns, risk, and correlation: E(ro PSB Portfolio S 0.115 0.42 -0.43 Portfolio B 0.08 0.11 Risk-free 0.055 What is the expected return for the optimal portfolio? 0.0863 O 0.0816 O 0.0977 0.0937 0.0904

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