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Suppose that over the last 10 years the expected return for the SEP 500 was 7.02% with a standard deviation of 16.83% and the expected
Suppose that over the last 10 years the expected return for the SEP 500 was 7.02% with a standard deviation of 16.83% and the expected return over the same period for a Core Bonds fund was 4.23% with a standard deviation of 3.14%. Further assume that the correlation between the S\&P 500 and and Core Bonds is 0.31. If you constructed a portfolio where 65% is invested in the 56.P500 and 35% is invested in Core Bonds, what is the expected return for this portfolio? Round your answers to two decimal places (include a zero if necessary) and enter your answers as a percentage (do not add a percent sign). What is the standard deviation of your portfolia
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