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Security Expected return Standard deviation A 16% 35% B 19% 41% Correlation 0.1 Covariance 0.01435 Weight of A 0.5871 Weight of B 0.4129 Calculate Portfolio

Security Expected return Standard deviation
A 16% 35%
B 19% 41%
Correlation 0.1
Covariance 0.01435
Weight of A 0.5871
Weight of B 0.4129
Calculate Portfolio Expected returns?

16.83%

17.24%

18.26%

19.54%

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