Question: Your client John Smith, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these

Your client John Smith, holds a complete portfolio that consists of

Your client John Smith, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these assets. 12.00% E(Rp) Standard Deviation of P 6.20 % T-Bill rate 3.60 % 60 % Proportion of Complete Portfolio in P Proportion of Complete Portfolio in T-Bills 40 % Composition of P: Stock A 40.00 % Stock B 25.00 % Stock C 35.00 % Total 100.00 % What is the standard deviation of John's complete portfolio? Enter your answer to 4 decimal places eg if your answer is 6.54% enter as 0.0654. If your answer is 6% enter as 0.0600

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