What is the standard deviation of this portfolio

Reference no: EM13262488

stock: OXM--return =11.5% Beta=1.25 Firm Specific Standard Deviation=36%

FRD--return16% Beta=.75 Firm Specific Standard deviation

portfolio == Treasury bills 15%, OXM 35%, FRD 50%

Treasury bills have an expected return of 3%, the expected market return as measured by the S &P is 11% and the S&P's standard deviation is 21%.

What is the standard deviation of this portfolio?

Reference no: EM13262488

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