Question: help please? Using the data in the following table, and the fact that the correlation of A and B is 0.58, calculate the volatility (standard
Using the data in the following table, and the fact that the correlation of A and B is 0.58, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. Realized Returns Stock A Stock B Year 2008 -9% 13% 2009 18% 26% 2010 7% 7% 2011 -9% -3% 2012 4% -10% 2013 12% 32% IT The standard deviation of the portfolio is%. (Round to two decimal places.)
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