Question: Using the data in the following table, and the fact that the correlation of A and B is 0.47, calculate the volatility (standard deviation) of

Using the data in the following table, and the fact that

Using the data in the following table, and the fact that the correlation of A and B is 0.47, 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 - 11% 22% 7% 20% 10% 13% -9% -8% 2% -7% 15% 32% The standard deviation of the portfolio is %. (Round to two decimal places.)

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