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Here are returns and standard deviations for four investments. Return (%) Standard Deviation (%) Treasury bills 5.0 0 Stock P 11.5 16 Stock Q 14.5
Here are returns and standard deviations for four investments.
Return (%) | Standard Deviation (%) | |
Treasury bills | 5.0 | 0 |
Stock P | 11.5 | 16 |
Stock Q | 14.5 | 28 |
Stock R | 24.0 | 27 |
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.)
a.Standart 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.)
b.
Perfect positive correlation standart deviation:?%
Perfect negative correlation standart deviation:?%
No correlation standart deviation:?%
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