Question: Using the data in the following table, and the fact that the correlation of A and B is 0.24, calculate the volatility (standard deviation of

Using the data in the following table, and the fact that the correlation of A and B is 0.24, calculate the volatility (standard deviation of a portfolio that is 60% Invested in stock A and 40% invested in stock B. Realized Returns Stock A Stock B -7% 24% 10% 9% -3% 4% - 6% 32% Year 2008 2009 2010 2011 2012 2013 5% -6% The standard deviation of the portfolio is %. (Round to two decimal places) Please copy and paste data from text area below. Selected delimiter: Tab Stock A Stock B 2005 -7 17 2006 5 2007 10 2008 2ee94 2010 Done

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