(Answered) Calculate the mean and standard deviation of the portfolio

Finance

Calculate the mean and standard deviation of the portfolio monthly returns, in which the portfolio has two shares. The monthly return of the first share has a mean of 0.8% and a standard deviation of 1.2%, while the monthly return of the second share has a mean of 0.6% and a standard deviation of 1.1%. The two shares have weights of 30% and 70% respectively. Compute your answer with five different correlation assumptions: -0.75, -0.25, 0, 0.25, and 0.75. What is the implication of these results?

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