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t A,% B,% C,% D,% Mkt, % 1 18.56 18.23 12.82 12.43 12.28 2 15.27 18.24 15.82 13.45 5.99 3 14.12 14.71 12.58 4.32 12.41
t | A,% | B,% | C,% | D,% | Mkt, % |
1 | 18.56 | 18.23 | 12.82 | 12.43 | 12.28 |
2 | 15.27 | 18.24 | 15.82 | 13.45 | 5.99 |
3 | 14.12 | 14.71 | 12.58 | 4.32 | 12.41 |
4 | -1.57 | -6.56 | -9.36 | -8.54 | -4.48 |
5 | 13.16 | 9.12 | 12.45 | 12.21 | 13.41 |
Use this data for problems 3a-3b The annual returns for securities A,B,C,D and the Market (S&P 500) are shown below.
3b. Calculate the portfolio standard deviation if you put 30% of your money in A and 70% in B. Show your work
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