What is the standard deviation of portfolio g if the


The total risk of Portfolios A,B,C are 49%^2, 64%^2 and 100%^2 respectively. The market price of risk is 8%. The market portfolio has the expected rate of return and total risk of 11% and 100%^2 respectively. The new portfolio G, which the weight in portfolio A is 0.7 and 0.3 for portfolio B.

What is the standard deviation of portfolio G if the correlation coefficient between portfolio A and B is:

1. Perfectly positively correlated (+1)

2. Uncorrelated (0)

3. Perfectly negatively correlated (-1)

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Financial Management: What is the standard deviation of portfolio g if the
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