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 a portfolio of risky assets (P) and T-Bills. The information below refers to these assets.

E(Rp) 12.00 %
Standard Deviation of P 6.20 %
T-Bill rate 3.60 %
Proportion of Complete Portfolio in P 60 %
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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