Here is information about three stocks (S1, S2, 53), with covariance matrix Vza risk-free asset f; and the Market portfolio M. The market is comprised of the three stocks. The frontier shown is formed from the three stocks. Some questions concern two of the todas some all three and others concern the Capital Market Line Standard deviation, variance, and covariance are always computed as population statistics S1 S2 S3 M MDP 0.0289 -0.0184875 -0.00102 E{t,) 0.095 0.05 0.035 0.059 0.0994626 0.0821343 -0.0184875 0.021025 0.01044 0.17 0.165 0.12 2 0.0469161 -0.00102 0.0104 0.0144 0 EL) 0.09942 0.082135 0.05 DOMA What is the standard deviation of your 74 per cont portfolio of S2 and S As 0.046 B 50.106 0.167 D. 50228 E>0.228 Answer. The standard deviation is 304 per cent (0.303533), computed in the wal way for a two-stockport