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Suppose the annual returns for NA are 12%, 20%, 5%, -5%, -2%, 7% and for SA are 8%, -5%, -2%, 7%, 5%, 24%. The Standard

Suppose the annual returns for NA are 12%, 20%, 5%, -5%, -2%, 7% and for SA are 8%, -5%, -2%, 7%, 5%, 24%. The Standard Deviation of returns for NA is?

a.

-.0024

b.

-.2566

c.

9.15%

d.

10.15%

e.

6.17%

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