The market portfolio is assumed to be composed of four securities. Their covariances with the market and

Question:

The market is assumed to be composed of four securities. Their covariances with the market and their proportions follow.

The market portfolio is assumed to be composed of four

Given these data, calculate the market portfolio's standard deviation.

Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...