To compute Mr. Thomson's portfolio standard deviation if he invests equally in Koppers, Adtran, and Equifax, we need the following dataTo compute Mr. Thomson's portfolio standard deviation if he invests equally in Koppers, Adtran, and Equifax, we need the following

1. Standard deviation (risk) of each company’s stock returns.
2. Correlation coefficients between each pair of companies' returns.

The general formula for the standard deviation of a portfolio with three assets is:

$\sigma_p = \sqrt{w_A^2 \sigma_A^2 + w_B^2 \sigma_B^2 + w_C^2 \sigma_C^2 + 2w_A w_B \rho_{AB} \sigma_A \sigma_B + 2w_A w_C \rho_{AC} \sigma_A \sigma_C + 2w_B w_C \rho_{BC} \sigma_B \sigma_C}$

Where:

• $w_A$, $w_B$, and $w_C$ are the weights of the investments in Koppers, Adtran, and Equifax respectively (in this case, each weight $w_A = w_B = w_C = \frac{1}{3}$ since the investment is equally distributed).
• (\sigma