What is the standard deviation of portfol

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A portfolio comprises of 4 securities, 1, 2, 3, and 4. The extents of these securities are: w1=0.3, w2=0.2, w3=0.2, and w4=0.3. The standard deviations of profits on these securities (in rate terms) are : σ1=5, σ2=6, σ3=12, and σ4=8. The relationship coefficients among security returns are: ρ12=0.2, ρ13=0.6, ρ14=0.3, ρ23=0.4, ρ24=0.6, and ρ34=0.5. What is the standard deviation of portfol.

Reference no: EM13911490

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