Question: Using the data in the following table, and the fact that the correlation of A and B is 0.58 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 0.58 calculate the volatility standard deviation of a portfolio that is 50% invested in stock A and 50% invested in stock B Realized Returns Stock A Stock B 15% 25% 11% 2010 2011 2012 11% 1% 3% 13%

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