2 Asset Portfolio Calculator

Asset 1Asset 2
Portfolio Percent%%
Expected Return (Mean)%%
Volatility (Standard Deviation)%%
<-- Covariance %

The following practice problem has been generated for you:
Asset 1 makes up 49% of a portfolio and has an expected return (mean) of 12% and volatility (standard deviation) of 6%.
Asset 2 makes up 51% of a portfolio has an expected return (mean) of 15% and volatility (standard deviation) of 9%.
With a covariance of 6%, calculate the expected return, variance, and standard deviation of the portfolio