Your portfolio consists of two securities: Transcomm and MidCap. The expected return for Transcomm is $15\mathrm{.}1$ percent, while for

MidCap it is $5\mathrm{.}1$ percent. The standard deviation is $6\mathrm{.}1$ percent for Transcomm and $20\mathrm{.}1$ percent for MidCap. Assume $30$ percent of the

portfolio is invested in Transcomm.

Your answer is incorrect.

Calculate the portfolio standard deviation if the correlation between the stocks is $0\mathrm{.}80.($Round intermediate calculations to $6$

decimal places, e$.$g$.0\mathrm{.}251254$ and the final answer to $2$ decimal places, e$.$g$.15\mathrm{.}25\%.)$

Portfolio standard deviation

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Your answer is incorrect.

Calculate the portfolio standard deviation if the correlation between the stocks is $-0\mathrm{.}80.($Round intermediate calculations to $6$

decimal places, e$.$g$.0\mathrm{.}251254$ and the final answer to $2$ decimal places, e$.$g$.15\mathrm{.}25\%.)$

Portfolio standard deviation Your portfolio consists of two securities: Transcomm and MidCap. The expected return for Transcomm is $15\mathrm{.}1$ percent, while for MidCap it is $5\mathrm{.}1$ percent. The standard deviation is $6\mathrm{.}1$ percent for Transcomm and $20\mathrm{.}1$ percent for MidCap. Assume $30$ percent of the portfolio is invested in Transcomm.

Calculate the portfolio standard deviation if the correlation between the stocks is $0\mathrm{.}80.($Round intermediate calculations to $6$ decimal places, e$.$g$.0\mathrm{.}251254$ and the final answer to $2$ decimal places, e$.$g$.15\mathrm{.}25\%.)$

Portfolio standard deviation $\%$

Calculate the portfolio standard deviation if the correlation between the stocks is $-0\mathrm{.}80.($Round intermediate calculations to $6$ decimal places, e$.$g$.0\mathrm{.}251254$ and the final answer to $2$ decimal places, e$.$g$.15\mathrm{.}25\%.)$

Portfolio standard deviation $\%$