From the following information,calculate the expected return and standard deviation of a portfolio that consists of 60% of Security A (expected return of 0.10 and standard deviation of 0.03)and 40% of Security B (expected return of 0.20 and standard deviation of 0.05),assuming the co-variance between A and B is -0.0012.
A)E(R)= 0.152,σ = 0.161
B)E(R)= 0.138,σ = 0.012
C)E(R)= 0.14,σ = 0.085
D)E(R)= 0.14,σ = 0.012

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The Answer of From the following information,calculate the expected return and standard deviation of a portfolio that consists of 60% of Security A (expected return of 0.10 and standard deviation of 0.03)and 40% of Security B (expected return of 0.20 and standard deviation of 0.05),assuming the co-variance between A and B is -0.0012.
A)E(R)= 0.152,σ = 0.161
B)E(R)= 0.138,σ = 0.012
C)E(R)= 0.14,σ = 0.085
D)E(R)= 0.14,σ = 0.012

From the Following Information,calculate the Expected Return and Standard Deviation