Question: Using the data in the following table, and the fact that the correlation of A and B is 0.39, calculate the volatility (standard deviation) of

Using the data in the following table, and the fact that the correlation of A and B is 0.39, 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 - 11% 16% 2009 12% 38% 2010 5% 3% 2011 -1% -8% 2012 3% - 13% 2013 34% The standard deviation of the portfolio is %. (Round to two decimal places.)

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