Question: thanks! Using the data in the following table, and the fact that the correlation of A and B is 0.49, calculate the volatility (standard deviation)

thanks!

Using the data in the following table, and the fact that the correlation of A and B is 0.49, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. Realized Returns Year Stock A Stock B 2008 - 8% 20% 2009 10% 36% 2010 5% 2011 -9% 2012 5% 2013 10% 31% The standard deviation of the portfolio is %. (Round to two decimal places.)

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