Standard Deviation for Portfolio Assignment | Homework For You

John is planning on investing in Marvel and DC Comics, initially at a 60%/40% split respectively. The expected return on Marvel is 20%, and the expected return on DC Comics is 15%. The standard deviation for Marvel 5, and the expected return for DC Comics is 2. The correlation between the returns for Marvel and DC Comics is +0.5. Determine the standard deviation John should expect for his portfolio. 0.0252 0.0352 0.1587 0.1897. Get Finance homework help today