If I put 20 percent of my money n A, 50 percent n B, end 30 percent in C, what would be the standard deviation of the portfolio? Solution Portfolio standard deviation .

1. If I put 20 percent of my money n A, 50 percent n B, end 30 percent in C, what would be the
standard deviation of the portfolio?
Solution
Portfolio standard deviation
a b c
2001 15 3 25
2002 10 12 20
2003 12 20 10
2004 20 10 5
2005 25 -15 -7
Standard deviation 6.107373 13.20984 12.62141
Weights 0.2 0.5 0.3 Portfolio standard deviation
Portfolio standard deviation 1.221475 6.604922 3.786423 11.61282