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Use the following information regarding the allocation of loan portfolios in different sectors for questions 1 - 2. Real Estate Commercial and Industrial Loans to
Use the following information regarding the allocation of loan portfolios in different sectors for questions 1 - 2. Real Estate Commercial and Industrial Loans to Individuals Non-Depository Other O 1.99% 6.30% O 3.97% O 6.17% National Banks O 7.46% 38.66% 25.19% 13.38% 13.98% 8.79% Bank A 49.36% 28.80% 7.64% 8.88% 5.32% Bank B 35.06% What is Bank A's standard deviation of its asset allocation proportions relative to the national banks' average? 19.88% 28.93% 14.73% 1.40%
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