Consider the following 3 assets portfolio:

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?

Answer rating: 100% (QA)

To calculate the portfolios standard deviation we can use the following formula Portfoli... View the full answer