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What is the standard deviation of the following 2-asset portfolio based on 10-year historical data? stock t-bill value $75,000 $45,000 10 yr HPR 9.3% 6.4%

What is the standard deviation of the following 2-asset portfolio based on 10-year historical data?

stock t-bill

value $75,000 $45,000

10 yr HPR 9.3% 6.4%

10 yr standard deviation 14.7% 0.0%

a. 3.38%

b. 5.81%

c. 6.40%

d. 8.65%

e 9.19%

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