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The expected return of Marin is 14.8 percent, and the expected return of Headland is 22.3 percent. Their standard deviations are 9.1 percent and 22.9
The expected return of Marin is 14.8 percent, and the expected return of Headland is 22.3 percent. Their standard deviations are 9.1 percent and 22.9 percent, respectively, and the correlation coefficient between them is zero. What is the expected return and standard deviation of a portfolio composed of 25 percent Marin and 75 percent Headland? (Round intermediate calculations to 6 decimal places, e.g. 31.212564 and final answers to 2 decimal places, e.g. 15.25%.) The expected return % Standard deviation of portfolio % What is the expected return and standard deviation of a portfolio composed of 75 percent Marin and 25 percent Headland? (Round intermediate calculations to 6 decimal places, e.g. 31.212564 and final answers to 2 decimal places, e.g. 15.25%.) The expected return % Standard deviation of portfolio % Would a risk-averse investor hold a portfolio made up of 100 percent of Marin
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