Return Standard Deviation Treasury bills 6.0% 0% Stock P 10.5 13 Stock Q 16.5 31 Stock R 20.5 23

Here are returns and standard deviations for four investments.

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 2 decimal places.)

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 %