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An equally weighted portfolio consists of 74 assets which all have a standard deviation of 0.252....

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Finance

An equally weighted portfolio consists of 74 assets which allhave a standard deviation of 0.252. The average covariance betweenthe assets is 0.091. Compute the standard deviation of thisportfolio. Please enter your answer as a percentage to threedecimal places (i.e. 12.345% rather than 0.12345 -- the percentsign is optional).

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An equally weighted portfolio consists of 74 assets which allhave a standard deviation of 0.252. The average covariance betweenthe assets is 0.091. Compute the standard deviation of thisportfolio. Please enter your answer as a percentage to threedecimal places (i.e. 12.345% rather than 0.12345 -- the percentsign is optional).

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