Question: Using the data in the following table, and the fact that the correlation of A and B is 0.55, 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 0.55, 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 - 2% 18% 2009 12% 28% 2010 15% 2011 -2% -7% 2012 5% - 3% 2013 5% 20% 4% The standard deviation of the portfolio is %. (Round to two decimal places.)

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