Question: Using the data in the following table, and the fact that the correlation of A and B is 0.38, 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 0.38, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) The standard deviation of the portfolio is %. (Round to two decimal places.)

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