Using the data in the following$$ table, and the fact that the correlation of A and B is $0\mathrm{.}29,$ calculate the volatility$($standard deviation$)$ of a portfolio that is $60\%$ invested in share A and $40\%$ invested in share B$.$Click on the icon located on the$$ top$-$right corner of the data table below to copy its contents into a spreadsheet.

Realised Returns

Year

Share A

Share B

$2007$

negative $14\%$

$14\%$

$2008$

$9\%$

$31\%$

$2009$

$3\%$

$7\%$

$2010$

negative $2\%$

negative $1\%$

$2011$

$2\%$

negative $6\%$

$2012$

$8\%$

$16\%$

Question content area bottom

Part $1$

The standard deviation of the portfolio is

$$

enter your response here$\%.($Round to two decimal$$ places.$)$ Using the data in the following table, and the fact that the correlation of A and B is $0\mathrm{.}29,$ calculate the volatility $($standard deviation$)$ of a portfolio that is $60\%$ invested in share A and $40\%$ invested in

share B$.$ Click on the icon located on the top$-$right corner of the data table below to copy its contents into a spreadsheet.