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There are 2 assets. Asset 3: Expected return 6%, standard deviation 8% Asset 4: Expected return 12%, standard deviation 15%, correlation with asset 3 is

There are 2 assets. Asset 3: Expected return 6%, standard deviation 8% Asset 4: Expected return 12%, standard deviation 15%, correlation with asset 3 is -0.2. You hold 50% of your portfolio in asset 3 and the rest in asset 4. a) (1 point) What is the expected return of your portfolio? b) (1 point) What is the covariance between assets 3 and 4? c) (1 point) What is the standard deviation of your portfolio?

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