Save Homework: Chapter 12- HW Score: 0 of 2 pts 6 of 17 (16 complete) HW Score: 90%, 36 of 40 pts X P 12-10 (similar to) Question Help 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. Realized Returns Year Stock A Stock B - 11% 15% 9% -3% 1% - 11% 15% 29% The standard deviation of the portfolio is % (Round to two decimal places) 28% 31% 8% 2008 2009 2010 2011 2012 2013