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Using the table below, calculate the portfolio standard deviation for a portfolio with 25% in security D and 75% in security A. Time A, %
Using the table below, calculate the portfolio standard deviation for a portfolio with 25% in security D and 75% in security A. Time A, % B, % C, % D, % Mkt, % 1 18.56 18.23 12.82 12.43 12.28 2 15.27 18.24 -5.82 13.45 5.99 3 14.12 14.71 12.58 4.32 12.41 4 -1.57 -6.56 -7.43 -8.54 -4.48 5 13.16 9.12 12.45 12.21 13.41 6 21.22 6.34 17.54 8.12 14.32 O 11.30% O 12.21% 09.43% 7.12%
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Finance
Authors: Ehsan Nikbakht, A A Groppelli
6th Edition
0764147595, 9780764147593
