I really doubt they will ask something like this. It appears on the old financial economics paper - I sat this paper this sitting and you have a chapter on mean-varience portfolio theory which makes that question relatively trivial. So I doubt it would appear on a pure economics paper - which ct7 now is. It isn't impossible to answer it though or anything similar.Always just invest x of the initial amount in some asset and (1-x) of initial wealth in the other asset and work out the variances and expected returns.
