I dont know how get the answer. I want to understand how they get d) =0.18.

Acrobat Reader Fil File Edit View Window Help 2 47 100% ES The 8:17 PM Christian David Pino Q COEC - COMM 371 Second Hall W 2018 QUIZZES with ANSWERS . pdf Home Tools COEC - COMM 3 COEC - COMM 37 Sign in Q 5 11 ED ED OMM371 - Investment Theory Portfolio Volatility Consider two stocks A and B with expected returns , volatilitie and correlation given in the table below ( RX ) . ( RX ) P ( RA , PUB ) A 0. 20 0.30 0.00 B 0. 12 0. 20 You decide to construct a portfolio of A and B that is expected to return 1600% . Its volatility is No ( Rip ) = 0 03 3 0 ( Pip ) = 0.2 0 0 ( Pip ) = 0.28 DOESDONE There is not enough information to determine o ( Rip )