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Using the data in the following table, and the fact that the correlation of A and B is 0.64, 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 0.64, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B. (Click on the following icon o in order to copy its contents into a spreadsheet.) Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 1% 17% 7% 36% 4% 4% -6% - 5% 1% -3% 8% 15%

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