Hi, I am having trouble determining how Standard Deviation was calculated in a covariance problem between stocks and bonds. The standard deviation of the stock is supposed to be 14.92 and the standard deviation of the bond is supposed to be 7.75 and I just don't understand how these numbers were arrived at. I have the following data, I also have it in Excel if you would like.
Probability: Stock Fund Bond Fund Product of deviation
0.3 -21 10 -210
0.4 3 0 0
0.3 17 -10 -170
Please help, thanks