Exhibit 6.2 USE THE INFORMATION BELOW FOR THE FOLLOWING PROB…
Exhibit 6.2 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) Asset (A) Asset (B) E(RA) = 25% E(RB) = 15% (sA) = 18% (sB) = 11% WA = 0.75 WB = 0.25 COVA,B = -0.0009 Refer to Exhibit 6.2. What is the expected return of a portfolio of two risky assets if the expected return E(Ri), standard deviation (si), covariance (COVi,j), and asset weight (Wi) are as shown above?