USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)

-Refer to Exhibit 6.6. What is the standard deviation of this portfolio?
A) 6.08%
B) 5.89%
C) 7.06%
D) 6.54%
E) 7.26%

Name: USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) -Refer to Exhibit 6.6. What is the standard deviation of this portfolio? A) 6.08% B) 5.89% C) 7.06% D) 6.54% E) 7.26%
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Question

USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)
 
-Refer to Exhibit 6.6. What is the standard deviation of this portfolio?
A) 6.08% 
B) 5.89% 
C) 7.06% 
D) 6.54% 
E) 7.26%

Quizplus · Accepted Answer

The standard deviation of the portfolio is 6.08%. This is calculated by taking the square root of the variance, which is 36.92%.