Question: The following table shows expected returns, standard deviations, and covariance between US private equity and US real estate. Compute the standard deviation of a portfolio

The following table shows expected returns, standard deviations, and covariance between

The following table shows expected returns, standard deviations, and covariance between US private equity and US real estate. Compute the standard deviation of a portfolio of 60% private equity and 40% real estate. None of the options are correct 4.56% 19.95% 21.34% 32.00%

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