Assume the Standard Deviation of the U

question 25

Multiple Choice

Assume the standard deviation of the U.S.market portfolio is 18.2%,the standard deviation of the non-U.S.portion of the world portfolio is 17.1%,and the correlation between the U.S.and non-U.S.market portfolios is .47.Suppose you invest 40% of your money in the U.S.stock market and the other 60% in the non-U.S.portfolio.What is the standard deviation of your portfolio?

• A)17.7%
• B)9.4%
• C)15.1%
• D)18.3%

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Definitions:

Transformative Learning

An educational approach fostering profound personal or societal change through critical reflection and reassessment of beliefs and values.

Personal, Social, And Civic

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Kolb's Experiential Learning Cycle

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Shulman's Table Of Learning

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