Question: Asset Weights St. Dev. US Equity 50% 18% Intl. Equity 30% 16.50% US Corporate Bonds 20% 5%
| Asset | Weights | St. Dev. | |
| US Equity | 50% | 18% | |
| Intl. Equity | 30% | 16.50% | |
| US Corporate Bonds | 20% | 5% | |
| Correlations | US Equity | Intl. Equity | US Corporate Bonds |
| US Equity | 1 | 0.1 | |
| Intl. Equity | 0.8 | 1 | -0.1 |
| US Corporate Bonds | 0.1 | -0.1 | 1 |
What is the portfolio's standard deviation?
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To calculate the portfolios standard deviation we can use the following formula Portfoli... View full answer
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