Question
For the last six years, a portfolio had the following time series of annual returns: Year Return 1 45% 2 -5% 3 -5% 4 15%
For the last six years, a portfolio had the following time series of annual returns:
| Year | Return | |
| 1 | 45% | |
| 2 | -5% | |
| 3 | -5% | |
| 4 | 15% | |
| 5 | 0% | |
| 6 | 16% |
What is the standard deviation of the portfolio returns?
| A. | 17.46% | |
| B. | 19.13% | |
| C. | 21.78% | |
| D. | 22.22 |
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started
Advanced Accounting
Authors: Joe Hoyle, Thomas Schaefer, Timothy Doupnik
10th edition
0-07-794127-6, 978-0-07-79412, 978-0077431808
