(Answered) Calculate the standard deviation of a portfolio consisting

Statistics

Calculate the standard deviation of a portfolio consisting of 40 percent stock X and 60 percent stock Y.

Company Beta Expected Return Variance Covariance

X 1.8 0.18 0.30 COVx,y=0.080

Y 2.6 0.22 0.04

Round to the nearest hundredth percent. Answer in the percent format. Do not include % sign in your answer (i.e. If your answer is 4.33%, type 4.33 without a % sign at the end.)

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