单选题
编号:2686143
1. An investor put 60% of his portfolio into a risky asset offering a 10 % return with a standard deviation of returns of 8% and put the balance of his portfolio in a risk-free asset offering 5%. What is the expected return and standard deviation of his portfolio?
Expected return Standard deviation
- A.6.0% 6.8%
- B.8.0% 4.8%
- C.10.0% 6.6%