Question: Using the data in the following table, and the fact that the correlation of A and B is 0.54, calculate the volatility (standard deviation) of

Using the data in the following table, and the fact that the correlation of A and B is 0.54, 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 aspreadsheet.)

	Realized Returns
Year	Stock A	Stock B
2008	8%	21%
2009	18%	36%
2010	2%	4%
2011	4%	3%
2012	2%	9%
2013	10%	16%

The standard deviation of the portfolio is ? (Round to two decimal places.)

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