Based on the information, what would the expected portfolio standard deviation be?

Symbol	Estimated Beta	Standard Deviation	Weight
SPY	1	13%	15%
IWM	1.15	16.50%	20%
EFA	1.03	15%	20%
EEM	1.09	20%	20%
NFLX	1.57	42.2%	25%

*NFLX Standard Deviation Taken From Week 2 Assignment

Expected Portfolio Return/Recommendation:

The CAPM model expected returnfor each stock formula = Risk-free rate + Beta x (Market Return - Risk-free rate). 3.5% and 13.5%

3.5% + 1(13.5%-3.5%) = 13.5% = SPY Expected Return

3.5% + 1.15(13.5%-3.5%) = 15% = IWM Expected Return

3.5% + 1.03(13.5%-3.5%) = 13.8% = EFA Expected Return

3.5% + 1.09(13.5%-3.5%) = 14.4% = EEM Expected Return

3.5% + 1.57(13.5%-3.5%) = 19.2% = NFLX Expected Return

13.5% + 15% + 13.8% + 14.4% + 19.2% / 5 = 8.85% = Expected Portfolio Return