Hi All,

I am confused on when use the general formula to calculate St deviation and when basically compute it by inputting the weights.

I will put two examples of the Exam 1 of Kaplan Schweser:

In Q6A the standard deviation of the portfolio is calculated using its formula and assuming the correlation is 0 (squaring the numbers, adding them and then doing the root) But in a similar problem, in Q9B, the standard deviation is calculated simply using their weights and adding them together. Why? I do understand in which situations we have to use the formula or simply using the weights as in 9b… Could you please clarify? Thank you

S