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You are constructing a portfolio from two assets. The first asset has an expected return of 7.7% and a standard deviation of 7.8%. The second
You are constructing a portfolio from two assets. The first asset has an expected return of 7.7% and a standard deviation of 7.8%. The second asset has an expected return of 10.2% and a standard deviation of 12.6%. You plan to invest 41% of your money in the first asset, and the rest in asset 2. If the assets have a correlation coefficient of -0.61, what will the standard deviation of your portfolio be?
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