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8 pts Question 20 Q19. The risky portfolio P includes two risky assets A and...

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8 pts Question 20 Q19. The risky portfolio P includes two risky assets A and B. The weight on asset A is 35% and the weight on asset B is 65%. The expected return of asset A is 6% and the standard deviation of asset A is 10%. The expected return of asset B is 8% and the standard deviation of asset B is 15%. The correlation coefficient between the returns of two assets is 0.7. Part 2: What is the standard deviation of the return of the two-risky-asset portfolio P

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