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The standard deviations and correlations between retums on asset and liability categories (excepting equity) are as follows: (STA)=02,rSTA,US=0,rSTA,L=0,rSTA,STL=0,rSTA,D=0,(US)=04,rUS,L=8,rUS,STL=0,rUS,D=3,(L)=07,rL,STL=0,rL,D.(STL)=.02,rSTL,D=0.(D)=.03. (a) What is the standard deviation of
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