Question: Using the data in the following table, and the fact that the correlation of A and B is 0.61, 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 0.61, calculate the volatility standard deviation of a portfolio that is 60% invested in stock A and 40% invested in stock B Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A Stock B 15% 30% 8% 9% 10% -3% 3% 12% -6% 27% The standard deviation of the portolio is% (Round to two decimal places.)

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