題組內容

七、Here are returns and standard deviations for four investments。(20 分)

| | Return | Standard Deviation |
| --- | --- | --- |
| Treasury Bills | 5 % | 0 % |
| Stock P | 8% | 12 % |
| Stock Q | 16 % | 28 % |
| Stock R | 22 % | 25 % |

Calculate the standard deviations of the following portfolios.


a. \( 30\% \) in Treasury bills, \( 70\% \) in stock P. (5分)