Question 6 (1 point)

An investor has total wealth of $100,000 and invests in a portfolio with 2 securities A and B. Expected returns and variances of the two securities are as below:

Security	Exptected return E(R)	Standard deviation s
A	10%	15%
B	7%	10%
Cov (A,B)		0.004

If he invests $30,000 in security A and $70,000 in security B, what are the expected return and volatility of this portfolios return?

Question 6 options:

	E(RP) = 7.9% and sP = 10.35%
	E(RP) = 7.9% and sP = 6.57%
	E(RP) = 7.5% and sP = 10.64%
	None of these

this is all thats given from the question