# Important information about Expected Return and Standard Deviation of a Portfolio

Not what you're looking for? Search our solutions OR ask your own Custom question.

Stock A has an expected return of 12% and a standard deviation of 40%. Stock B has an expected return of 18% and a standard deviation of 60%.The correlation coefficient between StocksA and B is 0.2. What are the expected return and standard deviation of a portfolio invested 30% in Stock A and 70% in Stock B?

Â© BrainMass Inc. brainmass.com December 24, 2021, 8:00 pm ad1c9bdddfhttps://brainmass.com/business/finance/important-information-about-expected-return-and-standard-deviation-of-a-portfolio-237796

#### Solution Preview

Please see attached file:

Stock A has an expected return of 12% and a standard deviation of 40%. Stock B has an expected return of 18% and a standard deviation of 60%.The correlation coefficient between ...

#### Solution Summary

Calculates the expected return and standard deviation of a two-asset portfolio.

$2.49