Question: Using the data in the folowing table, and the fact that the complation of A and B is 0.45, calculate the volatility (standard deviation) of

Using the data in the folowing table, and the fact that the complation of A and B is 0.45, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B Realized Returns Year Stock B 2000 Stock A -11% 19% 22% 2009 30% 2010 1% 15% 2011 -4% -9% 2012 4% -9% 2013 12% 33% The standard deviation of the portfolio is%. (Round to two decimal places)

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