Question: Using the data in the following table, and the fact that the correlation of A and B is 0.37, calculate the volatility (standard deviation) of

Using the data in the following table, and the fact that the correlation of A and B is 0.37, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B. Realized Returns Year Stock A Stock B 2008 -3% 18% 2009 20% 20% 6% - 10% 2012 - 14% 2013 5% 34% The standard deviation of the portfolio is % (Round to two decimal places.) 2010 2011 2% 3%

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