Question: Using the data in the following table, and the fact that the correlation of A and B is 0.41, calculate the volatility (standard deviation) of

Using the data in the following table, and the fact that the correlation of A and B is 0.41, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 5% 26% 20% 37% 10% 9% - 2% -2% 5% - 9% 6% 22% The standard deviation of the portfolio is %. (Round to two decimal places.)

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