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You are holding shares of SPY, a broad market index fund, currently worth $360,000. You just have inherited $30,000 of KO shares. What would be

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You are holding shares of SPY, a broad market index fund, currently worth $360,000. You just have inherited $30,000 of KO shares. What would be the Expected Return and St. Dev. of your portfolio if you decide to keep KO shares based on the information in the table below? Note: your new portfolio would be 92.3% invested into SPY and 7.7% into KO. Invstmt, $ Invstmnt, w Expected R Variance St.Dev. SPY $360,000 92.3% 14% 0.0529 23% KO $ 30,000 7.7% 16% 0.0729 27% Covariance 0.04347 Correlation 0.7

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