110. The expected return of a two-asset portfolio is equal to the product of the weight assigned to the first
asset and the expected return of the first asset plus the product of the weight assigned to the second
asset and the expected return of the second asset.
111. A portfolio return, Rp, of two stocks with individual returns, R1 and R2, is, in general, given by Rp = R1
+ R2.
112. A portfolio expected return E(Rp) of 3 stocks with the quantities w1 = .40, w2 = .50, w3 = .10, E(R1) =
.10, E(R2) = .15, and E(R3) = .02 is equal to 0.117.
113. The covariance between two investments of a portfolio is equal to the sum of the variances of the
investments.
114. If the covariance between two investments of a portfolio is zero, the variance of the portfolio will be
equal to the sum of the variances of the investments.