Exercise

Standard deviation

What is the standard deviation of the global minimum variance portfolio that you have just calculated?

Note that all data and CER parameters are preloaded in your workspace. Type ls() in the console to see them.

Instructions

50 XP

Possible Answers

0.0185
0.0593
0.4562
0.2233
0.0512
0.2693

Take Hint (-15 XP)