You have been asked for your advice in selecting a portfolio of assets. You have been given the following data:
Expected returns
Year | Asset A | Asset B |
2006 | 10% | 18% |
2007 | 13% | 12% |
2008 | 17% | 10% |
You are required to calculate portfolio return for a portfolio consisting of asset A and B by investing equal proportions in each of the two assets.