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13. Here some historical data on the risk characteristics of SNC and Walmart: Assume that TsX=17%. a. What is the standard deviation of a portfolio

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13. Here some historical data on the risk characteristics of SNC and Walmart: Assume that TsX=17%. a. What is the standard deviation of a portfolio consisting of 1/3 in SNC, 1/3 in Walmart and 1/3 in T-Bills? b. What is the approximate standard deviation of a portfolio composed of 10,000 stocks with Beta's of . 8 like SNC? How about 10,000 stocks like Walmart

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