The one-year standard deviation of your portfolio is 14.8 percent.What is the two-year standard deviation?
A) 16.47 percent
B) 18.23 percent
C) 20.93 percent
D) 25.41 percent
E) 27.20 percent

Name: The one-year standard deviation of your portfolio is 14.8 percent.What is the two-year standard deviation? A) 16.47 percent B) 18.23 percent C) 20.93 percent D) 25.41 percent E) 27.20 percent
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Question

Quizplus · Accepted Answer

Two-year standard deviation = 0.148 × √2 = 20.93 percent

The One-Year Standard Deviation of Your Portfolio Is 14