Question: Please solve using Excel and show formulas. Here are some historical data on the risk characteristics of Ford and Harlev Davidson: Assume the standard deviation

Please solve using Excel and show formulas.

Here are some historical data on the risk characteristics of Ford and Harlev Davidson: Assume the standard deviation of the return on the market was 11.0%. The correlation coefficient of Ford's return versus Harley Davidson is 0.39 . Question: What is the standard deviation of a portfolio invested one-third in Ford, one-third in Harley Davidson, and one-third in risk-free Treasury bills? Multiple Choice 11.1% 16.9% 22.2% 20.1% 13.6%

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