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The expected return of Riverbed is 17.6 percent, and the expected return of Marin is 22.6 percent. Their standard deviations are 11.6 percent and 19.6

image text in transcribed The expected return of Riverbed is 17.6 percent, and the expected return of Marin is 22.6 percent. Their standard deviations are 11.6 percent and 19.6 percent, respectively. If a portfolio is composed of 30 percent Riverbed and the remainder Marin, calculate the expected return and the standard deviation of the portfolio, given a correlation coefficient between Riverbed and Marin of 0.35 . (Round intermediate calculations to 4 decimal places, e.g. 31.2125 and final answers to 2 decimal places, e.g. 15.25\%.) Calculate the standard deviation if the correlation coefficient is -0.35 . (Do not round intermediate calculations. Round answer to 2 decimal places, e.g. 15.25\%.) Standard deviation of portfolio %

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