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Q18. The annual returns of three stocks over a 3-year period are given below: Year 2017 2018 Stock A Stock B Stock C 7% -2%

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Q18. The annual returns of three stocks over a 3-year period are given below: Year 2017 2018 Stock A Stock B Stock C 7% -2% 6% -7% -10% 8% 24% 15% -10% 2029 The weights of Stocks A, B, and C in a portfolio is given below: Portfolio Stock A Stock B Stock C ABC 50% 30% 20% What is the standard deviation of the portfolio ABC? 1. 0.0094 2. 0.0457 3. 0.0971 4. 0.1357 5. (Tick here if you think that none of results shown is correct.)

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