Question: Using the data in the following table, and the fact that the correlation of A and B is 073, calculate the volatility (standard deviation of

Using the data in the following table, and the fact that the correlation of A and B is 073, calculate the volatility (standard deviation of a portfolio that is 50% invested in stock A and 50% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet) Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 1% 19% 12% 36% 3% 12% - 1% - 6% 3% - 11% 12% 31% The standard deviation of the portfolio is % (Round to two decimal places ) Using the data in the following table, and the fact that the correlation of A and B is 048, calculate the volatility (standard deviation of a portfolio That 705.insed in stock A and 30% invested in stock 8 (Click on the following icon in order to copy its contents into a spreadsheet) Realized Returns Year Stock A Stock B 2008 - 10% 21% 2009 20% 30% 2010 5% 7% 2011 - 3% 2012 2% -8% 2013 9% 25% The standard deviation of the portfolio is % (Round to two decimal places) - 5%
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