Question: Amazon has a beta of 0.8 and an expected return of 8%. The standard deviation of its returns is 40%. Its current price is $900

Amazon has a beta of 0.8 and an expected return of 8%. The standard deviation of its returns is 40%. Its current price is $900 per share

Boeing has a beta of 1.2 and an expected return of 10%. The standard deviation of its returns is 50%. Its current price is $300 per share

Coca Cola has a beta of 0.5, and an expected return of 7%. The standard deviation of its returns is 60%. Its current price is $300 per share

The correlation between Amazon and Boeing is 0.5.

The correlation between Amazon and Coca Cola is 0.4.

The correlation between Boeing and Coca Cola is 0.2.

What is the standard deviation of your portfolio if you buy 100 shares of each stock?

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