If an investor created an equal-weighted portfolio consisting of shares in Google and in PepsiCo, what...

Transcribed Image Text:

If an investor created an equal-weighted portfolio consisting of shares in Google and in PepsiCo, what is the portfolio standard deviation (Note: you are given returns not prices!) ? Year RGOOG RPEP 1 -3.62 0.42 2 10.93 4.1 3 5.58 2.67 4 3.57 0.34 5 2.69 7.85 6 3.08 1.56 7 2.09 0.88 8 14.88 7.83 9 8.56 2.54 10 5.03 3.82 [Enter the answer in as a percent (e.g., 5.55% = 5.55) - not a decimal] If an investor created an equal-weighted portfolio consisting of shares in Google and in PepsiCo, what is the portfolio standard deviation (Note: you are given returns not prices!) ? Year RGOOG RPEP 1 -3.62 0.42 2 10.93 4.1 3 5.58 2.67 4 3.57 0.34 5 2.69 7.85 6 3.08 1.56 7 2.09 0.88 8 14.88 7.83 9 8.56 2.54 10 5.03 3.82 [Enter the answer in as a percent (e.g., 5.55% = 5.55) - not a decimal]

Answer rating: 100% (QA)

To calculate the portfolio standard deviation we need to follow these steps 1 Calculate the average ... View the full answer