A Portfolio Has 45% of Its Value in IBM Shares

question 10

Multiple Choice

A portfolio has 45% of its value in IBM shares and the rest in Microsoft (MSFT) . The volatility of IBM and MSFT are 33% and 35%, respectively, and the correlation between IBM and MSFT is 0. What is the standard deviation of the portfolio?

• A) 19.45%
• B) 27.96%
• C) 34.04%
• D) 24.31%

---

Definitions:

Masculine Behavior

Actions and behaviors typically associated with or expected of males, often influenced by societal norms.

Feminine Behavior

Behaviors that society or culture typically associates with women or girls, which can vary widely across different contexts.

Social-Cognitive Learning Theory

A theory that posits learning occurs in a social context and can involve observation, imitation, and modeling.

Gender-Typed

Refers to the behaviors, traits, or activities society deems appropriate for men and women, often based on stereotypes about gender.