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Here are returns and standard deviations for four investments. Return Standard Deviation (%) (%) Treasury bills 4.0 Stock P 9.5 12 Stock Q 13.5

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Here are returns and standard deviations for four investments. Return Standard Deviation (%) (%) Treasury bills 4.0 Stock P 9.5 12 Stock Q 13.5 25 Stock R 21.5 24 Calculate the standard deviations of the following portfolios. a. 50% in Treasury bills, 50% in stock P. (Enter your answer as a percent rounded to 2 decimal places.) Standard deviation % b. 50% each in Q and R, assuming the shares have: (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Perfect positive correlation Perfect negative correlation No correlation Standard Deviation % % %

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