USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)
$\sigma$ I), Covariance (COV_i,j), and Asset Weight (W_i) Are as Shown

question 59

Multiple Choice

USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)

-Refer to Exhibit 6.2. What is the expected return of a portfolio of two risky assets if the expected return E(R_i) , standard deviation ( $\sigma$ i) , covariance (COV_i,j) , and asset weight (W_i) are as shown above?

• A) 18.64%
• B) 20.0%
• C) 22.5%
• D) 13.65%
• E) 11%

---

Definitions:

Constitution

The core rules or long-standing guidelines that dictate how a state or any other entity is managed.

Precedent

A tool used by judges to make rulings on cases on the basis of key similarities to previous cases.

Past Decisions

Historical verdicts or conclusions made by authorities or individuals that can influence or guide current and future decision-making or legal precedents.

U.S. Code

The codification by subject matter of the general and permanent laws of the United States, organized into titles based on varying subjects.