Narrative One

Assume that there is a two-stock portfolio with $50,000 invested in Stock HT and $50,000 invested in Stock Coll. Furthermore, the following information is given:

Year HT Coll

1991 -12% -8%

1992 -5% 2%

1993 5% 5%

1994 2% 7%

1995 10% 5%

1996 25% 2%

Refer to Narrative One. What is the standard deviation of the portfolio's return?

Select one:

a. 10.33%

b. 8.07%

c. 9.05%

d. 5.34%

e. 4.17%

no need to show the work just answer which one it would be