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Using the data in the following table, and the fact that the correlation of A and B is 0.11, calculate the volatility (standard deviation) of

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Using the data in the following table, and the fact that the correlation of A and B is 0.11, 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 %. (Round to two decimal places.)

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