Assuming that the interaffiliate cash flows are uncorrelated with one another, calculate the standard deviation of the portfolio of cash held by the centralized depository for the following affiliate members:

Affiliate Expected Transactions Standard Deviation

U$.$S$.$ $ $100,000$ $ $40,000$

Canada $ $150,000$ $ $60,000$

Mexico $ $175,000$ $ $30,000$

Chile $ $200,000$ $ $70,000$

Multiple Choice

$$34,960\mathrm{.}33$

$$139,841\mathrm{.}33$

$$104,880\mathrm{.}88$

none of the options