Question: Using the table below, calculate the portfolio standard deviation with an allocation of 20% in security A, 30% in security B, and 50% in security
Using the table below, calculate the portfolio standard deviation with an allocation of 20% in security A, 30% in security B, and 50% in security C. Time C.% D, % Mkt, % A.% 18.56 B. % 18.23 1 12.82 12.28 12.43 13.45 2 15.27 18.24 -5.82 -5.99 3 12.58 12.41 14.12 -1.57 14.71 -6.56 -4.32 -8.54 4 -7.43 5 13.16 19.12 12.45 12.21 -8.12 -4.48 13.41 21.32 6 12.22 -6.34 7.54 8.43% 7.60% 57.80% 5.78%
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