You own a stock portfolio invested 17 percent in Stock Q, 23 percent in Stock R, 37 percent in Stock S, and 23 percent in Stock T. The betas for these four stocks are .93, .99, 1.39, and 1.84, respectively. What is the portfolio beta?
Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.
What is the variance of this portfolio?
Note: Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161.
What is the standard deviation of this portfolio?
Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.