Question: Standard Return Deviation (8 ) (8) Treasury bills 5.0 0 Stock P 8.0 15 Stock Q 16.0 29 Stock R 21.0 26 Calculate the standard


Standard Return Deviation (8 ) (8) Treasury bills 5.0 0 Stock P 8.0 15 Stock Q 16.0 29 Stock R 21.0 26 Calculate the standard deviations of the following portfolios. a. 50% in Treasury bills, 50% in stock P. (Enter your answer as a percent rounded to 2 decimal places.) Standard deviation % b. 50% each in Q and R, assuming the shares have: (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Standard Deviation Perfect positive correlation % Perfect negative correlation No correlation %
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
