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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
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 Stock A Stock B 15% 25% 11% 2010 2011 2012 11% 1% 3% 13%
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