Multiple Choice
Christy is considering investing in the common stock of One Liberty and Heico. The following data are available for these two securities: 
If she invests 30% of her funds in Heico and 70% in One Liberty, and if the correlation of returns between these securities is +0.65, what is the portfolio's expected return and standard deviation?
A) 14% and 15.67%
B) 14.8% and 9.44%
C) 13.2% and 10.54%
D) 13.1% and 9.67%
Correct Answer:
Verified
Correct Answer:
Verified
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