Question: Here are returns and standard deviations for four investments. Return (%) Standard Deviation (%) Treasury bills 5.0 0 Stock P 11.5 16 Stock Q 14.5

Here are returns and standard deviations for four investments.

Return (%) Standard Deviation (%)
Treasury bills 5.0 0
Stock P 11.5 16
Stock Q 14.5 28
Stock R 24.0 27

Calculate the standard deviations of the following portfolios.

a. 50% in Treasury bills, 50% in stock P. (Enter your answer as a percent rounded to 2 decimal places.)

a.Standart Deviation:?%

b. 50% each in Q and R, assuming the shares have: (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.)

b.

Perfect positive correlation standart deviation:?%

Perfect negative correlation standart deviation:?%

No correlation standart deviation:?%

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