Here are some historical data on the risk characteristics of Bank of America and Starbucks. B (beta) Yearly standard deviation of return (%) Bank of America 132 310 Starbucks 79 15.1 Assume the standard deviation of the return on the market was 19%. (Use decimals, not percents, In your calculations.) a. The correlation coefficient of Bank of America's retum versus Starbucks is 37 What is the standard deviation of a portfolio invested half In each stock? (Do not round Intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation b. What is the standard deviation of a portfolio invested one-third in Bank of America, one-third in Starbucks, and one-third in risk-free Treasury bills? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation c. What is the standard deviation if the portfolio is spuit eventy between Bank of America and Starbucks and anced at 50% marain, that is, the investor puts up only 50% of the total amount and borrows the balance from the broker? (Do not round Intermediate calculations Enter your answer as a percent rounded to 2 decimal places.) Standard deviation -1. What is the approximate standard deviation of a portfolio comprised of 100 stocks with betas of 1.32 like Bank or America? (Do not round Intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation d-2. What is the approximate standard deviation of a portfolio comprised of 100 stocks with betas of 79 like Starbucie? (Do not round intermediate calculations. Enter your answer as a percent rounded to decimal places Standard deviation Here are some historical data on the risk characteristics of Bank of America and Starbucks. B (beta) Yearly standard deviation of return (%) Bank of America 132 310 Starbucks 79 15.1 Assume the standard deviation of the return on the market was 19%. (Use decimals, not percents, In your calculations.) a. The correlation coefficient of Bank of America's retum versus Starbucks is 37 What is the standard deviation of a portfolio invested half In each stock? (Do not round Intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation b. What is the standard deviation of a portfolio invested one-third in Bank of America, one-third in Starbucks, and one-third in risk-free Treasury bills? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation c. What is the standard deviation if the portfolio is spuit eventy between Bank of America and Starbucks and anced at 50% marain, that is, the investor puts up only 50% of the total amount and borrows the balance from the broker? (Do not round Intermediate calculations Enter your answer as a percent rounded to 2 decimal places.) Standard deviation -1. What is the approximate standard deviation of a portfolio comprised of 100 stocks with betas of 1.32 like Bank or America? (Do not round Intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation d-2. What is the approximate standard deviation of a portfolio comprised of 100 stocks with betas of 79 like Starbucie? (Do not round intermediate calculations. Enter your answer as a percent rounded to decimal places Standard deviation
