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Answer Please Using the data in the following table, and the fact that the correlation of A and B is 0.56, calculate the volatility (standard
Answer Please
Using the data in the following table, and the fact that the correlation of A and B is 0.56, 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 - 1% 2009 6% 2010 4% 6% 2011 -7% -8% 2012 3% -9% 2013 15% 26% GETTI The standard deviation of the portfolio is%. (Round to two decimal places.) 25% 32% Step by Step Solution
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