Question: Portfolio E Standard Dev Corr with A Corr with B Corr with C Corr with D A 0,1155 0,0965 1 0,75 0,6 0,45 B 0,1465

Portfolio E Standard Dev Corr with A Corr with B Corr with C Corr with D
A 0,1155 0,0965 1 0,75 0,6 0,45
B 0,1465 0,1955 0,75 1 0,85 0,55
C 0,1525 0,2264 0,6 0,85 1 -0,25
D 0,1151 0,1655 0,45 0,55 -0,25 1
Risk free rate r(f) 0,075

Use the Markowitz formula to calculate the historical standard deviation of a portfolio consisting of 30% in Portfolio C and 70% in Portfolio D

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