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Asset (A) Asset (B) E(R A ) = 10% E(R B ) = 14% (s A ) = 7% (s B ) = 8% W
| Asset (A) | Asset (B) |
| E(RA) = 10% | E(RB) = 14% |
| (sA) = 7% | (sB) = 8% |
| WA = 0.7 | WB = 0.3 |
| COVA,B = 0.0013 | |
What is the standard deviation of this portfolio?
a) 4.51%
b) 5.94%
c) 6.75%
d) 7.09%
e) 8.62%
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