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 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 -7.43 -8.54 -4.48
5 13.16 19.12 12.45 12.21 13.41
6 21.22 -6.34 7.54 -8.12 21.32

Group of answer choices

9.41%

5.61%

7.49%

56.08%

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