Question 16 (5 points) Use the following information to answer the two questions below. You MUST use 4 digits in every calculation you do in order for your answer to be the same as the one in the system. When entering your answer, round to the nearest
0.01%but do not enter the
%sign. For example, if your answer is
3.484%enter 3.48 ; if your answer is 0.12013 then enter 12.01 What is the expected return of a portfolio with
80%in asset A and
20%in Asset B? A What is the variance of the portfolio with
80%in asset A and
20%in Asset B?
