Question: Please answer correctly Using the data in the following table, and the fact that the correlation of A and B is 0.46, calculate the volatility

Please answer correctly Using the data in the following table, and the Please answer correctly

Using the data in the following table, and the fact that the correlation of A and B is 0.46, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -7% 13% 14% 23% 2% 12% -3% -4% 5% -5% 10% 15% The standard deviation of the portfolio is %. (Round to two decimal places.)

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