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The following information is available to you. All returns have been converted to $ terms. Return Std devn Correlation with US US 10.5% 21% 1.00

The following information is available to you. All returns have been converted to $ terms.

Return Std devn Correlation with US

US 10.5% 21% 1.00

Brazil 14.8% 32% 0.45

Japan 2.5% 10% 0.65

What is the return of a portfolio with 70% in US, 50% in Brazil and -20% in Japan?

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