Please round to 2 decimal numbers.

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

Using the data in the following table, and the fact that the correlation of A and B is 0.31 , calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -3% 9% 1% -1% 2% 5% The standard deviation of the portfolio is Stock B 29% 7% -5% -7% 15% . (Round to two decimal places.)