Question: you have an assets which expected return is 10%. The standard deviation is 10%. Create the interval for a 95% probability for the expected return.

you have an assets which expected return is 10%. The standard deviation is 10%. Create the interval for a 95% probability for the expected return.

2. (10 points) If the weights on your portfolio composed of three assets are 30%, 40% and 30% and the expected return on the same assets are 2%, 5%, and 6%, respectively. What is the expected return on the portfolio?

3. You buy two assets, A and B. The standard deviation of each asset is 5% and 10%, respectively. The covariance between the two assets is 0.0045. Compute the correlation between these two assets and compute the standard deviation for a portfolio where you invest 40% and 60% in assets A and B, respectively.

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You have an assets which expected return is 10%. The standard deviation is 10%. Create the interval for a 95% probability for the expected return

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