The STD of the portfolio is:
- 0.0297
- 0.021
- 0.0241
- 0.0384
- none of the above
\begin{tabular}{|c|c|c|c|c|c|c|c|} \hline & L & M & N & 0 & Q & S & T \\ \hline 1 & & mean & 0.032063 & 0.047069 & & & \\ \hline 2 & & std & 0.077356 & 0.087703 & & & \\ \hline \multicolumn{8}{|l|}{3} \\ \hline 4 & std & \multicolumn{2}{|l|}{ Correlation Matrix } & & & & \\ \hline 5 & 0.077356375 & & 1 & 0.905195 & & & \\ \hline 6 & 0.087702564 & & 0.905195 & 1 & & & \\ \hline 7 & 0.016642979 & & -0.29175 & -0.21014 & & & \\ \hline 8 & & & & & & & \\ \hline 9 & \multicolumn{2}{|c|}{ Portfolio Weights } & 0.3333 & 0.3333 & & & \\ \hline 10 & & Covariance Matrix & SPY & QQQ & Weighted COV Matrix & & \\ \hline 11 & 0.3333 & SPY & 0.005984 & 0.006141 & 0.000665 & 0.00068235 & 4.173E05 \\ \hline 12 & 0.3333 & QQQ & 0.006141 & 0.007692 & 0.000682 & 0.00085464 & 3.408E05 \\ \hline 13 & 0.3333 & AGG & -0.00038 & -0.00031 & 4.2E05 & 3.408E05 & 3.078E05 \\ \hline \end{tabular} Use the template in L1:P20 to fill the yellow highlighted cells G25:H25 \begin{tabular}{|c|c|c|c|c|c|c|c|} \hline & L & M & N & 0 & Q & S & T \\ \hline 1 & & mean & 0.032063 & 0.047069 & & & \\ \hline 2 & & std & 0.077356 & 0.087703 & & & \\ \hline \multicolumn{8}{|l|}{3} \\ \hline 4 & std & \multicolumn{2}{|l|}{ Correlation Matrix } & & & & \\ \hline 5 & 0.077356375 & & 1 & 0.905195 & & & \\ \hline 6 & 0.087702564 & & 0.905195 & 1 & & & \\ \hline 7 & 0.016642979 & & -0.29175 & -0.21014 & & & \\ \hline 8 & & & & & & & \\ \hline 9 & \multicolumn{2}{|c|}{ Portfolio Weights } & 0.3333 & 0.3333 & & & \\ \hline 10 & & Covariance Matrix & SPY & QQQ & Weighted COV Matrix & & \\ \hline 11 & 0.3333 & SPY & 0.005984 & 0.006141 & 0.000665 & 0.00068235 & 4.173E05 \\ \hline 12 & 0.3333 & QQQ & 0.006141 & 0.007692 & 0.000682 & 0.00085464 & 3.408E05 \\ \hline 13 & 0.3333 & AGG & -0.00038 & -0.00031 & 4.2E05 & 3.408E05 & 3.078E05 \\ \hline \end{tabular} Use the template in L1:P20 to fill the yellow highlighted cells G25:H25