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Using the data in the following table, and the fact that the correlation of A and B is 0.37, 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 0.37, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. Year 2008 2009 2010 2011 2012 Realized Returns Stock A Stock B 11% 17% 14% 34% 9% 1% - 5% -9% 3% - 14% The standard deviation of the portfolio is %. (Round to two decimal places.)

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