Find the expected return variance and standard deviation of

Question

Consider the following information:

Risky Assets:                    A                                 B

Expected return:                12%                             8%

Standard deviation:            25%                             14%

Correlation:                                               .3

Risk-free rate = 3% (Treasury Bill Rate)

f- Find the expected return, variance, and standard deviation of the complete portfolio. The investor places 60% of wealth in Optimal Risky Portfolio and 40% in Treasury bills. Make sure to show your work.