Question: 3. Using the information from the preceding tables, calculate the dollar-based standard deviation of the portfolio and the portfolio's value-at-risk at the 95% confidence level.

3. Using the information from the preceding tables, calculate the dollar-based

3. Using the information from the preceding tables, calculate the dollar-based standard deviation of the portfolio and the portfolio's value-at-risk at the 95% confidence level.

Company Expected return (%) Standard deviation (%) Beta 21 ABC XYZ MNO Investment ($) 12 1.75 12 1.05 0.85 7,500 20,000 12,500 Correlation coefficients ABC XYZ MNO ABC XYZ MNO 1.0 0.5 0.2 0.8 1.0 1.0

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