Question: Using the data in the following table, and the fact that the correlation of A and B is 0.45, calculate the volatility (standard deviation) of

Using the data in the following table, and the fact that the correlation of A and B is 0.45, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.)

	Realized Returns
Year	Stock A	Stock B
2008	8%	14%
2009	8%	24%
2010	4%	8%
2011	4%	7%
2012	5%	4%
2013	9%	26%

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The standard deviation of the portfolio is enter your response here %.

(Round to two decimal places.)

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