Acrobat Reader Fil File Edit View Window Help 2 47 100% ES The 8:17 PM Christian David Pino Q COEC - COMM 371 Second Hall W 2018 QUIZZES with ANSWERS...

I dont know how get the answer. I want to understand how they get d) =0.18.

Acrobat Reader FilFile Edit View Window Help2 47 100% ESThe 8:17 PM Christian David Pino QCOEC - COMM 371 Second Hall W 2018 QUIZZES with ANSWERS . pdfHome ToolsCOEC - COMM 3COEC - COMM 37Sign inQ5 11EDEDOMM371 - Investment TheoryPortfolio VolatilityConsider two stocks A and B with expected returns , volatilitieand correlation given in the table below( RX ) . ( RX ) P ( RA , PUB )A 0. 20 0.300.00B 0. 12 0. 20You decide to construct a portfolio of A and B that is expected toreturn 1600% . Its volatility isNo ( Rip ) = 0 033 0 ( Pip ) = 0.20 0 ( Pip ) = 0.28DOESDONEThere is not enough information to determine o ( Rip )