Problem 11-11 3 Question Help o Using the data in the following table, and the fact that the correlation of A and B is - 0.27, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 14% 28% 13% 20% 6% 7% 1% - 1% 5% -4% 6% 21% The standard deviation of the portfolio is (Round to two decimal places.) Enter your answer in the answer box and then click Check Answer. ? Problem 11-11 3 Question Help o Using the data in the following table, and the fact that the correlation of A and B is - 0.27, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 14% 28% 13% 20% 6% 7% 1% - 1% 5% -4% 6% 21% The standard deviation of the portfolio is (Round to two decimal places.) Enter your answer in the answer box and then click Check