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Please answer correctly Using the data in the following table, and the fact that the correlation of A and B is 0.46, calculate the volatility
Please answer correctly
Using the data in the following table, and the fact that the correlation of A and B is 0.46, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -7% 13% 14% 23% 2% 12% -3% -4% 5% -5% 10% 15% The standard deviation of the portfolio is %. (Round to two decimal places.)Step by Step Solution
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