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Problem 11-11 Question Help the data in the following table, and the fact that the correlation of A and B is 0.39, calculate the volatility

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Problem 11-11 Question Help the data in the following table, and the fact that the correlation of A and B is 0.39, 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 -11% 16% 2009 12% 38% 2010 2011 -8% 2012 - 13% 2013 7% 34% 3% The standard deviation of the portfolio is %. (Round to two decimal places.)

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