How do I calculate a portfolio standard deviation given a return?
If I have 3 portfolios with similar size of $300 million.
- Portfolio A : Expected Return % / Dollar Amount : 3.78% / $11.34m, Standard Deviation : 3.88%
- Portfolio B : Expected Return % / Dollar Amount: 3.54% / $10.62m, Standard Deviation : 3.75%
- Portfolio C : Expected Return % / Dollar Amount : 3.20% / $9.6m, Standard Deviation : 3.48%
I would like to plot the data points for expected return and standard deviation into a normal distribution so that I will be able to calculate the standard deviation if I want a $9m expected return. Formulas for Excel would also be helpful.