Question: Using the data in the following table, and the fact that the correlation of A and B is 0.73, calculate the volatility standard deviation) of

Using the data in the following table, and the fact that the correlation of A and B is 0.73, calculate the volatility standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B Realized Returns Stock B Year 2008 2009 2010 2011 2012 2013 Stock - 1% 13% 75 -8% 3% 6% 13% 23% 7% -9% -7% 15% The standard deviation of the portfolio is % (Round to two decimal places

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