You would like to construct a portfolio by combining equal a…
You would like to construct a portfolio by combining equal amounts from two separate funds you have identified. Given the information provided in the table, what would your portfolio Standard Deviation be assuming equal amounts of each fund and a correlation coefficient of -.35? Please provide one decimal place, so for example, if the SD is 9.7 enter it that way instead of rounding up to 10. Fund A Fund B E(r): 16.7% E(r): 12.4% SD: 9 SD: 7