An investor owns a portfolio consisting of two mutual funds, Aand B, with 50% invested in A. The following table lists the inputsfor these funds.
| Measures | Fund A | | Fund B |
| Expected value | 10 | | | 7 | |
| Variance | 68 | | | 43 | |
| Covariance | 25 |
|
a. Calculate the expected value for theportfolio return. (Round your answer to 2 decimalplaces.)
Expected Value:
b. Calculate the standard deviation for theportfolio return. (Round intermediate calculations to atleast 4 decimal places. Round your final answers to 2 decimalplaces.)
Standard Deviation:
