Using the data in the following table, and the fact that the correlation of A and B is 0 20, 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 4 28 2009 8 23 2010 5 4 2011 5 1 2012 4 15 2013 11 25 The standard deviation of the portfolio is (round to two decimal places)

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Question: Using the data in the following table, and the fact that the correlation of A and B is 0.20, calculate the volatility (standard deviation) of

Using the data in the following table, and the fact that the correlation of A and B is 0.20, 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	4%	28%
2009	8%	23%
2010	5%	4%
2011	5%	1%
2012	4%	15%
2013	11%	25%

The standard deviation of the portfolio is ___%. (round to two decimal places)

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