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Using the data in the following table, and the fact that the correlation of A and B is 0.24, calculate the volatility (standard deviation) of
Using the data in the following table, and the fact that the correlation of A and B is 0.24, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 14% 26% 20% 31% 8% 4% - 1% - 10% 4% -6% 14% 24% deviation the portfolio is %. (Round imal places.)
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