You decided to form portfolio of A has a mean return of standard deviation 11.15 and asset B with mean return to 1.12 and Starndard deviation 2.88. Asset A and have correlation equal to 0.6. Assuming that you invest a fraction 0.61 of your wealth in asset A and the rest in asset B , calculate

1. Expected porfolio return
2. variance portfolio
3. portfolio standard deviation
4. how would the portfolio risk change if the correlation becomes 0.6? calculate the portfolio Standard deviation