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Stocks B,C and D have the following return statistics: B=5.5%,C=14.7%,D=12.0% B=15%,C=18%,D=27% BC=0.50,BD=0.53,CD=0.10 The risk-free rate is 1.8%. What is the standard deviation of return of
Stocks B,C and D have the following return statistics: B=5.5%,C=14.7%,D=12.0% B=15%,C=18%,D=27% BC=0.50,BD=0.53,CD=0.10 The risk-free rate is 1.8%. What is the standard deviation of return of a portfolio that is 37% invested in Stock B, 39% invested in Stock C, and the remainder in Stock D? Give your answer in percentage to the closest basis point. Selected Answer: 14.71 Correct Answer: 14.430.01
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