Consider two assets, A and B. A earns +4%, –5%, or +3%, in
scenarios 1, 2, and 3. B earns –5%, +3%, or +4%, in scenarios 1, 2,
and 3. Compute the expected rates of return and SD for each asset,
A and B. Now, consider a portfolio of assets A and B called AB,
where the investor holds fraction 62% of his portfolio in A and
fraction (1-62%) in B. Compute the standard deviation of AB and
report this...