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Using the data in the following table, and the fact that the correlation of A and B is 0.17, calculate the volatility (standard deviation) of

Using the data in the following table, and the fact that the correlation of A and B is 0.17, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B

The standard deviation of the portfolo is 2. (Round to two docimal places.)

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