Python Exercises for Corporate Finance and Risk Management

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Question: 81

Q: Please refer to the previous question to answer this question. What is the correct value for the standard deviation of the portfolio (sdp)?
 - Since standard deviation of portfolio S id given.
 - Investment proportion is also given which is 50%, so we can take the value of wi  0.5.
 - Use the following formula to calculate standard deviation,
 - standard deviation of portfolio = standard deviation of portfolio S * investment proportion
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