Suppose Sonic Health Care and Healthscope have the expected returns and volatilities shown below, with a correlation of 22%. Sonic Health Care Healthscope E[R] (%) 7 10 SD[R] (%) 16 20 For a portfolio that is equally invested in Sonic Health Care and Healthscope shares, calculate: a. the expected return; b. the volatility (standard deviation)

Suppose Sonic Health Care and Healthscope have the expected returns and volatilities shown below, with a correlation of 22%. For a portfolio that is equally invested in Sonic Health Care and Healthscope shares, calculate: a. the expected return; b. the volatility (standard deviation) Suppose Sonic Health Care and Healthscope have the expected returns and volatilities shown below, with a correlation of 22%. For a portfolio that is equally invested in Sonic Health Care and Healthscope shares, calculate: a. the expected return; b. the volatility (standard deviation)