Your portfolio has a standard deviation of 24.1 percent.What is the two-year standard deviation?
A) 31.87 percent
B) 34.08 percent
C) 36.55 percent
D) 39.48 percent
E) 41.15 percent

Name: Your portfolio has a standard deviation of 24.1 percent.What is the two-year standard deviation? A) 31.87 percent B) 34.08 percent C) 36.55 percent D) 39.48 percent E) 41.15 percent
Brand: Quizplus
Rating: 4.8 (34 reviews)

Question

Quizplus · Accepted Answer

Two-year standard deviation = 0.0241 × √2 = 34.08 percent

Your Portfolio Has a Standard Deviation of 24