The weight of CSL is $30\%,$ the standard deviation of CSL is $0\mathrm{.}0886$T he weight of JHX is $70\%,$ the standard deviation of JHX is $0\mathrm{.}0724$ Consider a two$-$asset portfolio consisting of $30\%$ in your first company and $70\%$ in your

second company.

$3\mathrm{.}1.$ Looking at the average monthly return and standard deviation of your portfolio,

compute a $95\%$ prediction interval and interpret your answer