Accounting/Finance - Standard Deviation?
Given the following data, does anyone know how to calculate the standard deviation of the two-asset portfolio (weights in parenthesis):
Stock A--- (65%) /////\\\\\\\ Stock B--(35%) //////\\\\\\\////// Market
Beta --------1.07 /////\///\\\////////////\\ 0.75 /////////////////\\\\\\\\\\ 1.0
Yield --------2.05% /////\\\\///////////\\ 9.85% ////////////////\\\\\\\ 11.35%
Std. Dev. --15.64% /////\\\\\\//////\\\ 12.63% ///////\\\\\\/\\\\\\\ 4.11%
Answer:
Do you need to show work? If not, there is an Excel function that calculates this for you.
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