Question: Using the data in the following table, and the fact that the correlation of A and B is 0.27, calculate the volatility (standard deviation) of

Using the data in the following table, and the fact that the correlation of A and B is 0.27, calculate the volatility (standard deviation) of a portfolio that is 70 % invested in stock A and 30 % invested in stock B.

Realized Returns

Year	Stock A	Stock B
2008	-12%	21%
2009	11%	20%
2010	8%	3%
2011	-8%	-9%
2012	3%	-5%
2013	12%	22%

The standard deviation of the portfolio is nothing%. (Round to two decimal places.)

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