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Portfolio Help Expected Return: E[Rp] = 0.5(10%) + (1 - 0.5)(15%) E[Rp] = 12.5% Variance: Var[Rp] = (0.5)2(0.05)2 + (1 - 0.5)2(0.04)2 + 2(0.5)(1 - 0.5)(-1)(0.05)(0.04) Var[Rp] = 0 Standard Deviation: StdDev[Rp] = (0)1/2 StdDev[Rp] = 0.005 = 0.5%