Your client, Bo Regard, holds a complete portfolio that consists of a portfolio of risky assets (P)
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Question:
Your client, Bo Regard, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these assets.
E ( R p ) | 12.00% |
Standard Deviation of P | 7.20% |
T-Bill rate | 3.60% |
Proportion of Complete Portfolio in P | 80% |
Proportion of Complete Portfolio in T-Bills | 20% |
Composition of P: | |
Stock A | 40.00% |
Stock B | 25.00% |
Stock C | 35.00% |
Total | 100.00% |
What is the standard deviation of Bo's complete portfolio?
Group of answer choices
7.20%
5.76%
4.98%
5.40%
6.92%
Posted Date: