Question: P 12-10 (similar to) Question Help Using the data in the following table, and the fact that the correlation of A and B is 0.69,

 P 12-10 (similar to) Question Help Using the data in the

P 12-10 (similar to) Question Help Using the data in the following table, and the fact that the correlation of A and B is 0.69, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B. Realized Returns Year Stock A Stock B 2008 - 2% 16% 2009 13% 28% 2010 4% 2011 - 5% - 2% 2012 3% -8% 2013 11% 35% 5% The standard deviation of the portfolio is %. (Round to two decimal places.)

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