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Stock A Stock B 2008 -13 21 2009 15 25 2010 5 9 2011 -8 -2 2012 5 -7 2013 14 16 Using the data

Stock A Stock B 2008 -13 21 2009 15 25 2010 5 9 2011 -8 -2 2012 5 -7 2013 14 16

Using the data in the following table, and the fact that the correlation of A and B is 0.23, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B.

The standard deviation of the portfolio is ?%

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