Question: Using the table below, calculate the portfolio standard deviation for a portfolio with 75% in security B and 25% in security C . Time A,

Using the table below, calculate the portfolio standard deviation for a portfolio with 75% in security B and 25% in security C.

Time A, % B, % C, % D, % Mkt, %
1 18.56 18.23 12.82 12.43 12.28
2 15.27 18.24 5.82 13.45 5.99
3 -14.12 -14.71 -12.58 -4.32 12.41
4 -1.57 -6.56 -9.36 -8.54 -4.48
5 13.16 9.12 12.45 12.21 13.41
6 21.22 6.34 17.54 8.12 14.32

Group of answer choices

11.57%

7.92%

12.21%

8.31%

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