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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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