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A Portfolio Consisting of Four Stocks Is Expected to Produce

Question 83

Multiple Choice

A portfolio consisting of four stocks is expected to produce returns of 9%, -11%, 13% and 17%, respectively, over the next four years. What is the standard deviation of these expected returns?


A) 10.05%
B) 11.60%
C) 12.44%
D) 33.42%

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