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deodeo deodeo
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7 months ago
A portfolio consists of three securities: Treachery (T), Sleazy (S), and Felony (F). The expected returns for Treachery, Sleazy, and Felony are 10.0%, 8.0%, and 16.0%, respectively. The standard deviation is 15.0% for Treachery, 20.0% for Sleazy, and 25.0% for Felony. The covariance of the returns on the three securities is: COVTS = 0.0144, COVTF = 0.0084, and COVSF = 0.03. What is the portfolio standard deviation if 20.0% of the portfolio is in Treachery and 35.0% is in Sleazy?

▸ 17.73%

▸ 13.91%

▸ 1.93%

▸ 3.14%
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Corporate Finance

Corporate Finance


Edition: 5th
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doublekuddoublekud
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7 months ago
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deodeo Author
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7 months ago
Correct Slight Smile TY
TheMoffattMan
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Smart ... Thanks!
Kstan109
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2 hours ago
You make an excellent tutor!
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