# 1) A portfolio consists of 3 securities have the following characteristics in terms of standard deviation, proportion...

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## Question:

1) A portfolio consists of 3 securities have the following characteristics in terms of standard deviation, proportion of investment and correlation coefficient.

Security Standard deviation Correlation Coefficient Proportion of investment

A 10 PAB =0.3 50%

B 15 PAB= 0.5 30%

C 20 PAB= 0.6 20%

Required: Calculate standard deviation of portfolio returns