Question: Here are returns and standard deviations for four investments. (there are 4 questions total) Return Standard Deviation Treasury bills 4.0% 0% Stock P 11.0 10
| Here are returns and standard deviations for four investments. (there are 4 questions total) |
| Return | Standard Deviation | |
| Treasury bills | 4.0% | 0% |
| Stock P | 11.0 | 10 |
| Stock Q | 15.5 | 38 |
| Stock R | 24.0 | 25 |
| Calculate the standard deviations of the following portfolios. |
| a. | 50% in Treasury bills, 50% in stock P. (Do not round intermediate calculations. Round your answer to 1 decimal place.) |
| Standard deviation | % |
| b. | 50% each in Q and R, assuming the shares have: (Do not round intermediate calculations. Round your answers to 1 decimal place.) |
| Standard Deviation | |
| Perfect positive correlation | % |
| Perfect negative correlation | % |
| No correlation | % |
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