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The standard deviation of the portfolio is__? (round to 2 decimal places) Using the data in the following table, and the fact that the correlation

The standard deviation of the portfolio is__? (round to 2 decimal places)

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Using the data in the following table, and the fact that the correlation of A and B is 0.58, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B. Realized Returns E Year Stock A Stock 3 2008 4% 15% 2009 1 1% 25% 201 0 1 % 1 1 % 2011 - 3% - 3% 201 2 3% - 1 5% 201 3 1 3% 28%

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