You have two assets. Asset E(R) volatility A 8.38% 19.3% B 11.55% 28.1% correlation -0.5 You create
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Question:
You have two assets.
| Asset | E(R) | volatility |
| A | 8.38% | 19.3% |
| B | 11.55% | 28.1% |
| correlation | -0.5 |
You create a complete portfolio with both assets, by investing 33% in asset A.
What is the variance of this portfolio?
Enter you answer with 4 decimals. (NOTE, this is not a percentage, do not multiply by 100)
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