Correlation coefficients with

STD(%) A B C

A 20 1.0

B 0 0.0 0.0

C 30 0.2 0.0 1.0

Calculate the standard deviation for a portfolio consisting of all three securities. The portfolio weights are 20 percent in A, 40 percent in B and 40 percent in C. Express your answer as a percent to the nearest hundredth.

Answer rating: 100% (QA)

Heres how to calculate the standard deviation of the portfolio 1 Individual Standard Deviations The standard deviations STD for each security are prov... View the full answer