Question: Using the data in the following table, and the fact that the correlation of A and B is 0.48, calculate the volatility (standard deviation) of

Using the data in the following table, and the fact that the correlation of A and B is 0.48, 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

10%

21%

2009

20%

30%

2010

55%

77%

2011

5%

3%

2012

22%

8%

2013

99%

25%

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

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