For a portfolio consisting of the securities below, what's the portfolio weight of stock C?

Stock # of Shares Price Per Share

A 300 $22

B 200 $41

C 450 $35

D 600 $39

A. 27.42%

B. 25.87%

C. 29.19%

D. 33.14%

The one-year standard deviation of your portfolio is 11.3 percent. What's the two-year standard deviation?

A. 16.54%

B. 15.72%

C. 15.98%

D. 16.21%

A risky security has a variance of .052180 and a covariance with the market of .0314. The variance of the market is .02121. What's the correlation of the risky security to the market?

A. .91

B. .83

C. .94

D. .87