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The statistics for the returns on the various components of a retirement portfolio are: Correlation(p) Allocation Asset Standard Expected Deviation Return (E(r)) (o) (w) Cash
The statistics for the returns on the various components of a retirement portfolio are: Correlation(p) Allocation Asset Standard Expected Deviation Return (E(r)) (o) (w) Cash Bonds Stock Cash 10% 1.2% 1% 1.00 0.95 -0.34 Bonds 10% 3.23% 4% 1.00 0.35 Stocks 80% 9.61% 22% 1.00 Calculate the portfolio variance. Enter the answer as a decimal (with 4 decimal places). For example 0.0234412 = 0.0234
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