Question 10
An equally weighted portfolio is formed from 25 uncorrelated assets. Each asset has a standard deviation of 25%. What is the standard deviation of the portfolio?
1%
5%
10%
25%
An equally weighted portfolio is formed from 25 uncorrelated assets. Each asset has a standard deviation of 25%. What is the standard deviation of the portfolio?
1%
5%
10%
25%
Correct answer
5%
Question 10 of 25 in the IIT Madras BS Corporate Finance (Corporate Finance) Quiz 2 paper sat on 23 Nov 2025, in the September 2025 term (IIT M DEGREE AN EXAM QDB2 23 Nov 2025 NEW). It carries 4 marks.