Question: Using the data in the following? table, and the fact that the correlation of A and B is 0.24?, calculate the volatility? (standard deviation) of

Using the data in the following? table, and the fact that the correlation of A and B is 0.24?, calculate the volatility? (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B

Stock A Stock B 2005 -7 29 2006 19 30 2007 8 5 2008 -9 -2 2009 5 -14 2010 5 22

The standard deviation of the portfolio is in percentage?

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