The domestic asset has an expected return of 9% and standard deviation of 25%

The foreign asset has an expected return of 15% and standard deviation of 35%

The correlation between two asset is 0.40. Assuming the portfolio has 30% invested in the domestic asset and the reminder in the foreign asset.

1. calculate the portfolio's expected return and standard deviation. SHOW YOUR WORK

rp=................%

op=................%