expected r s.d.

coefficient of correlation
A
12%
20%
-0.2
B
20%
40%
Portfolio proportion prop. Of B e.r
s.d.
1
1
0
12%
20%
2
0.9
0.1
12.80%
17.64%
3
0.759
0.241
13.93%
16.27%
4
0.5
0.5
16%
20.49%
5
0.25
0.75
18%
29.41%
6
0
1
20%
40%
D5= b5*$b2+c5*$b$3