m 1:20 -. A B C Na 21116, 100.0%) D 4. ( 6.2) Consider a portfolio with an equal investment in two funds, Fund A and Fund B with following annual return distributions Fund A: Annual Expected Return 5%, the Annual Volatility is 20% Fund B: Annual Expected Return 7%, the Annual volatility is 25% Ma Assume the two funds have correlation of 1, what is the overall portfolio volatility for a single day (assuming 252 trading days per year) 360e Ma 211360331 E 260331 1.42% 1. 56% 1.0% FRUME 211360331 Cannot be calculated by given information. 211360331 12% 211360331 211360331 ENE 211360331 211360331 211360331 211360331 1 211360331 8.75 TONE 1211360331 211360331 211360331 Ma 241360331 211360331 B5 211360331 LONS 211360337 NE 211360331 SURE 211360331 1712 211360331 211360331 211360331 211360331 ONE 211360331 211360331 1 6 16