Use the Following Information to Answer Questions -What Is Bank A's Standard Deviation of Its Asset Allocation

Multiple Choice

Use the following information to answer questions:
$\begin{array}{lll}&\text { National Banks } & \text { Bank A } & \text { Bank B } \\\text { Real Estate Loans } & 60 \text { percent } & 30 \text { percent } & 56 \text { percent } \\\text { Consumer Losts } & 20 \text { percent } & 30 \text { percent } & 28 \text { percent } \\\text { Commercial Loans} & 20 \text { percent } & 10 \text { percent } & 16 \text { percent }\end{array}$
-What is Bank A's standard deviation of its asset allocation proportions relative to the national banks average? Use the formula in the textbook.

A) 7.23 percent.
B) 10.89 percent.
C) 18.71 percent.
D) 19.15 percent.