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Question 19 what is the standard deviation for the following portfolio? The portfolio consists of 25% and 75% of stocks A and B respectively. The correlation between stock A and B is 0.4 (Round your answer to two decimal digits) EIRI 17% 13% Stocks 0.0169 0.0361 A. 15.83% B. 0.b0% C. 2.51% D. 17.00% E. 13.00% F. None of the above is correct.

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Home nert Page Layout Formulas Data Review View dd-Ins Cut E AutoSum Calibri ー E ゴWrap Text General aCopy B 1 프 . Ej-., Δ. : r_一 逻锂函Merge & Center. $, % , 弼,8 conditional Format . Cell Insert Delete Format Paste Sort &Find & Format Painter Formatting as Table Styles2 Clear Clipboard HA24 GX Font Alignment Number Styles Cells Edting Formula Bar GY GZ НА HB НС HD HE HF HG НН HI HK HL 24 25 26 27 28 29 30 31 32 PORTFOLIO SD sqrt [ (wA)A2*(sd(A))A2 (wBA2*(sd(B))A2 +2 wA wB (s(A))( sd(B)) rAB] wA-weight of stock A-25%-0.25, wB-75%-0.75, rAB-0.4 V(A) sd(A) SQRT(0.0169) 0.13, sd(B) SQRT(0.0361) 0.19 0.0169 V(B) 0.0361 34 35 36 37 38 39 40 41 PORTFOLIO SD SQRT [(0.25)A2 (0.13)2(0.75)A2 (0.19)A2 2 (0.25) (0.75) (0.13) (0.19) (0.4)] PORTFOLIO SD- 0.15833 15.83% SWER 15.83% 11 1 capm-portfolio retirement futures FV, ANNUITY ACCCVP KEBOND HPR REALISED YIELD NPV ROE std costin ECONOMY, BEFORE AFTER BUYBACK Shel II 02:42 08-01-2019

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