An investor owns a portfolio consisting of two mutual funds, A and B, with 50% invested...

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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:

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SOLUTION From given data An investor owns a portfolio consisting of two mutual funds A and B with 50 invested in A The following table lists the inputs for these funds Measures Fund A Fund B Expected value 10 7 See Answer

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Measures	Fund A	Fund B
Expected value	10		7
Variance	68		43
Covariance	25