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Explanation:
(Book 4, Module 59.3, LO 59.e)
Question 64
What is the standard deviation of daily changes given the data in the following table?
| Factor 1 | Factor 2 | Factor 3 | |
|---|---|---|---|
| Standard deviation | 8.47 | 4.31 | 1.89 |
| Change in portfolio value | +3.5% | −2.7% | +1.4% |
A
31.96.
B
33.48.
C
47.89.
D
61.32.
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