Two investments, X and Y, have the characteristics shown below.E(X) = $60, E(Y) = $90, o = 10,000, o? = 17,000 and axy = 6,500If the weight of portfolio assets assigned to investment X is 0.8, calculate thea. portfolio expected return andb. portfolio risk.a. If the weight of portfolio assets assigned to investment X is 0.8, the portfolio expected return is $(Type an integer or a decimal.)b. If the weight of portfolio assets assigned to investment X is 0.8, the portfolio risk is approximately $.(Round to two decimal places as needed.)

Here given expected return of two investments and standard deviation of them

Answered: a. If the weight of portfolio assets…

College Algebra

1st Edition

ISBN:9781938168383

Author:Jay Abramson

Publisher:Jay Abramson

Chapter6: Exponential And Logarithmic Functions

Section6.1: Exponential Functions

Problem 3SE: The Oxford Dictionary defines the word nominal asa value that is “stated or expressed but...

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a. If the weight of portfolio assets assigned to investment X is 0.8, the portfolio expected return is S (Type an integer or a decimal.) b. If the weight of portfolio assets assigned to investment X is 0.8, the portfolio risk is approximately s (Round to two decimal places as needed.)