QUESTION 11 Laround Exam Here are three assets expected returns, standard deviation and their correlation between asset A A B Expected Returns 8 84 84 Standard Deviation 104 109 10 Correlation between A -0.5 0.5 ft. Compare the expected return of a portfolio that invests 50% of A and 50% of and the expected return that invests S0% of A and 50% ofc 2) Compare the STD of a portfolio that invests 50% of A and 50% of B and the STD of a portfolio that invests 50% of A and 50% ofc The Expected return ota portfolle that invests 50% of Aand 50% of Bis targer than the expected return ota portfelle that invests son of and 50% ofc 12) The stata portfolie that invests Son of Aand.50% of 8 is guate the STD of a portfolio that contains 50% of A and 50% of 01) The Expected retuen eta bertfolie that invests 50% A and Sellisesualte the expected return ofa. portfolio that invests 50% of A and 50%. c) The Steel portfolie that invest 50% and 59% Belalte the sto sta sertfelis that seotains 50% of Aand 50% The Exected return stasertfello that invest 50% of and 50% et saual.te the expected return of a perfelis that invests 50% ofAand 50% ofc (3) The Totaractfelie that invests 50% of Aand el is larger than the STR eta portfolio that contains 50% of A and 50% of 1 The Expected return of apertfelle that invests Son of Aand 50% of 8 is larger than the expected return of a portfolio that invests 50% of A and 50% of The stata portfolio that invests Son of Aand 50% of Bistarger than the STD of a portfolio that contains 50% of A and 50% of Se und Standsuit. Che Son All