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The EQT Equity Fund has an expected return E[r] of 21.110% and a standard deviation of 18%. The XYZ Bond Fund has and expected return
The EQT Equity Fund has an expected return E[r] of 21.110% and a standard deviation of 18%. The XYZ Bond Fund has and expected return E[r] of 3.320% and a standard deviation of 8%. The correlation coefficient () is 0.02.
A portfolio comprised of 69% EQT and 31% XYZ would have an expected return of___?___% and a standard deviation of___?___%
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