Question: Using the data in the following table, and the fact that the correlation of A and B is 0.65, calculate the volatility (standard deviation) of

Using the data in the following table, and the fact that the correlation of A and B is 0.65, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. Realized Returns Year Stock A Stock B 2008 - 3% 23% 2009 17% 39% 2010 9% 4% 2011 -5% -4% 2012 -9% 2013 14% 34% 3% The standard deviation of the portfolio is %. (Round to two decimal places.)

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