Question: Assume the additional information provided below for the four stocks in Problem 7-2. Correlations With (%) A B C D A 10 1.0 B 8

Assume the additional information provided below for the four stocks in Problem 7-2.

Correlations With

(%) A B C D

A 10 1.0

B 8 0.6 1.0

C 20 0.2 21.0 1.0

D 16 0.5 0.3 0.8 1.0

a. Assuming equal weights for each stock, what are the standard deviations for the following portfolios?

A, B, and C B and C

B and D

C and D

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