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I need to know how to calculate the standard deviation of a four stock portfolio. The information is provided below. Standard Deviations: Stock A -
I need to know how to calculate the standard deviation of a four stock portfolio. The information is provided below. Standard Deviations: Stock A - 46.79% Stock B - 66.08% Stock C - 92.71% Stock D - 37.51% Weights: Stock A - 20.00% Stock B - 30.00% Stock C - 35.00% Stock D - 15.00%
Correlation
A&B: 0.0764 A&C: 0.0871 A&D: 0.0597 B&C: 0.0610 B&D: 0.0776 C&D: 0.0372 I think that is all the information you need. Please provide a step by step response. Thanks.
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