USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)

-Refer to Exhibit 6.7. What is the standard deviation of this portfolio?
A) 4.87%
B) 3.62%
C) 4.13%
D) 5.76%
E) 6.02%

Question

USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)
  ​
-Refer to Exhibit 6.7. What is the standard deviation of this portfolio?
A) 4.87% 
B) 3.62% 
C) 4.13% 
D) 5.76% 
E) 6.02%

Quizplus · Accepted Answer

The standard deviation of the portfolio is calculated based on the weights, variances, and covariances of the assets in the portfolio. The correct answer is 4.87%, which corresponds to choice A.