Homework 2 covers Class 4-10. As before, one question at a time (no going back). You have 30 minutes. Question 2 2 pts Consider the following information about two risky assets D and E: E(rp) = 8%, op = 12%, E(re) - 12%, 0e = 20%, PDE=0.20, r4 = 4%. Assume an investor chooses Wp = 0.4 and we = 0.6, the standard deviation of return for his portfolio is_%. (Note: Input your answer in XX.XX format, e.g., 10.00; round it to two decimal places if an exact decimal answer is not available.) w Next