The following practice problem has been generated for you:
Asset 1 makes up 55% of a portfolio and has an expected return (mean) of 11% and volatility (standard deviation) of 6%.
Asset 2 makes up 45% of a portfolio has an expected return (mean) of 11% and volatility (standard deviation) of 14%.
With a covariance of 20%, calculate the expected return, variance, and standard deviation of the portfolio