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hi can someone help me with these question for me to study? thanks [30 Marks] 4. An investor plans to invest the following three assets

image text in transcribed hi can someone help me
with these question for me to study? thanks
[30 Marks] 4. An investor plans to invest the following three assets and find their means and standard deviations of the annual returns as follows: Assets Mean annual return Standard deviation of annual return SSE index BYD Tesla 0.05 0.10 0.20 0.08 0.20 0.50 The investor is considering three stratgies: Strategy 1: Invest 50% in SSE index and 50% in BYD. Strategy 2: Invest 50% in SSE index and 50% in Tesla. Strategy 3: Invest 50% in BYD and 50% in 'Tesla. a. Assuming the three assets are independent, determine the portfolio expected return and standard deviation of the three strategies. [12 Marks) b. Given the correlations between all pairs of assets as follows and recalculate portfolio expected returns and standard deviation of the three strategies. Correlations SSE index BYD Tesla SSE index BYD Tesla 0.50 1 0.30 0.75 1 [15 Marks)

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