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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 |
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Personal Finance
Authors: Jack Kapoor, Les Dlabay, Robert Hughes, Melissa Hart
14th Edition
1264101597, 9781264101597
