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

question 66

Multiple Choice

USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)

-Refer to Exhibit 6.9. 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) 10.10%
• B) 11.60%
• C) 13.88%
• D) 14.50%
• E) 15.37%

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Definitions:

Competence Development

The process of acquiring and developing the skills and knowledge necessary to perform effectively.

Physical Skills

Abilities that involve the use and coordination of one's bodily movements and strength, often developed through practice and training.

Language Skills

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Competencies in managing emotions, establishing positive relationships, and making responsible decisions.