Portfolio Expected Returns The expected return of a portfolio is the weighted average of the expected returns of the respective assets in the portfolio E(Rp)=∑w,E(R,) i=l You can also find the expected return by finding the portfolio return in each possible state and computing the expected value as we did with individual securities 1010 Portfolio Expected Returns n The expected return of a portfolio is the weighted average of the expected returns of the respective assets in the portfolio n You can also find the expected return by finding the portfolio return in each possible state and computing the expected value as we did with individual securities    m j E RP wjE Rj 1 ( ) ( )