A portfolio is invested 30% in Asset A with the remainder invested in Asset B. Asset A has an expected return of 6% and variance of returns of 0.031, while Asset B has an expected return of 7% and variance of returns of 0.045. The covariance between the returns of the two assets is 0.03735. The standard deviation of returns for the portfolio is closest to:

[单选题]A portfolio with equal parts invested in a risk-free asset and a risky port

[单选题]A portfolio with equal parts invested in a risk-free asset and a risky port

[单选题]A portfolio with equal parts invested in a risk-free asset and a risky port

[单选题]Condider a portfolio with two assets. Asset A compnses 25% of the portfolio

[单选题]Consider a portfolio with two assets. Asset A comprises 25% of the portfoli

[单选题]With respect to the portfolio management process, asset allocation decision

[单选题]An analyst has estimated that the returns for an asset, conditional on the

[单选题]The variance of returns of Asset A is 625. The variance of returns of Asset

[单选题]According to capital asset pricing model (CAPM), if an investor holds a por

[单选题]Chris Rodriguez, CFA, is a portfolio manager at Nisqually Asset Management,