V - IVU uestion Four 113 Marks] Investments A, B and have standard deviations of resou 9%, 15%, and 6% respectively The expect cum on market porifolio is 30% with standard deviation oficiun vi v Thic risk free rate is 6%. Required: Find the expected return on a portfolio made up of 30% of security and 70% of security C the correlation cocfficient between A and'e's fetiirns is 0.8** ** 15 Mars 13%, 6% respecties Question Four 113 Marks Investments A, B have standard deviations of our 996, 13%, am 6% res The expe r t on market portfolio is 30% with standard deviation of return The risk free rate is 0% Required: Pied the expected return on a portfolio made up o! 30% RI scenity and 70% ot' security the correlation coccicp between A 'C' fethensis - 0.8. Sr. V - IVU uestion Four 113 Marks] Investments A, B and have standard deviations of resou 9%, 15%, and 6% respectively The expect cum on market porifolio is 30% with standard deviation oficiun vi v Thic risk free rate is 6%. Required: Find the expected return on a portfolio made up of 30% of security and 70% of security C the correlation cocfficient between A and'e's fetiirns is 0.8** ** 15 Mars 13%, 6% respecties Question Four 113 Marks Investments A, B have standard deviations of our 996, 13%, am 6% res The expe r t on market portfolio is 30% with standard deviation of return The risk free rate is 0% Required: Pied the expected return on a portfolio made up o! 30% RI scenity and 70% ot' security the correlation coccicp between A 'C' fethensis - 0.8. Sr