Exhibit 6.11 USE THE INFORMATION BELOW FOR THE FOLLOWING PRO…
Exhibit 6.11 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) Asset 1 Asset 2 E(R1) = 0.28 E(R2) = 0.12 E(s1) = 0.15 E(s2) = 0.11 W1 = 0.42 W2 = 0.58 r1,2 = 0.7 Refer to Exhibit 6.11. Calculate the expected standard deviation of the two-stock portfolio.