Consider the following variance/covariance matrix of assets A, B and C (presented in that sequence):
0.1 -0.3 0
-0.3 0.15 0
0 0 0.25
What are the standard deviations of assets A and B?
A. 0.1% and 0.15% respectively
B. 10% and 15% respectively
C. 3.16% and 3.87% respectively
D. 31.6% and 39.3% respectively
E. Unable to be computed with the information provided
