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An equally weighted portfolio consists of 22 assets which all have a standard deviation of 0.154....

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Finance

An equally weighted portfolio consists of 22 assets which allhave a standard deviation of 0.154. The average covariance betweenthe assets is 0.046. Compute the standard deviation of thisportfolio. Please enter your answer as a percentage to threedecimal places (i.e. 12.345% rather than 0.12345 -- the percentsign is optional).

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No of stocks in the portfolio 22 weights of all the stocks in the portfolio are equal w therefore w1 w2 w3 w22 122 1 2 3 22 0154 standard deviation of the stocks is 0154 average covariance    See Answer
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An equally weighted portfolio consists of 22 assets which allhave a standard deviation of 0.154. The average covariance betweenthe assets is 0.046. Compute the standard deviation of thisportfolio. Please enter your answer as a percentage to threedecimal places (i.e. 12.345% rather than 0.12345 -- the percentsign is optional).

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