Homework: Lab 11 Score: 0 of 1 pt 6 of 15 (1 complete) Problem 11-11 Question Help Using the data in the following table, and the fact that the correlation of A and B is 0.58, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -6% 25% 20% 39% 3% 10% - 1% -7% 3% - 15% 14% 33% The standard deviation of the portfolio is %. (Round to two decimal places.) Homework: Lab 11 Score: 0 of 1 pt 6 of 15 (1 complete) Problem 11-11 Question Help Using the data in the following table, and the fact that the correlation of A and B is 0.58, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -6% 25% 20% 39% 3% 10% - 1% -7% 3% - 15% 14% 33% The standard deviation of the portfolio is %. (Round to two decimal places.)