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

question 24

Multiple Choice

USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)

-Refer to Exhibit 6.4. 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) 8.6%
• B) 8.1%
• C) 9.3%
• D) 10.2%
• E) 11.6%

---

Definitions:

Citizen Complaints

Refers to grievances raised by individuals or groups regarding public services, policies, or the conduct of officials, typically addressed to governmental or regulatory bodies.

Serious Bias

A significant and unsubstantiated favoritism or prejudice towards a person, group, or idea, often leading to unfair treatment.

Personal Competence

An individual’s ability to effectively manage their goals, tasks, and challenges using personal skills and resources.

Jack Katz

A sociologist known for his work in the study of emotions, moral life, and the social foundations of crime.