D Question 4 A Portfolio 16 Weights 17 18 19 20 21 22 23 24 25 26 27 28 29 B 14 Inputs 2 The Covariance Matrix 15 0.8117 US -0.7954 UK 0.0547 France 0.6631 Germany 0.1970 Australia 0.0409 Japan 0.0281 Canada 1.0000 0.0783 E(r_P-r_f) O 0.1112 C 0.2060 SD P 0.3804 Sharpe P 0.0424 Variance of the portfolio O 0.1823 O 0.1784 O 0.2008 D 0.8117 -0.7954 US 0.0224 UK 0.0184 0.0184 0.0223 0.0250 0.0275 0.0288 0.0195 0.0121 0.0205 0.0234 0.0299 0.0204 0.0124 0.0206 -0.0188 E 0.0438 0.0259 F 0.0177 0.0273 0.0020 0.6631 0.1970 0.0409 0.0547 France Germany Australia Japan 0.0250 0.0288 0.0195 0.0121 0.0275 0.0299 0.0204 0.0124 0.0403 0.0438 0.0259 0.0177 0.0515 0.0301 G 0.0183 0.0305 0.0289 0.0301 0.0261 20 pts 0.0147 0.0234 0.0054 H 0.0183 0.0147 0.0353 0.0158 0.0007 1 Above is the screenshot of the covariance matrix from Excel_Markowitz_Model.xlsx. According to this, what is the standard deviation of France returns? 0.0281 Canada 0.0205 0.0206 0.0273 0.0305 0.0234 0.0158 0.0298 0.0008

Above is the screenshot of the covariance matrix from Excel_Markowitz_Model.xlsx. According to this, what is the standard deviation of France returns