Using the data in the following table, and the fact that the correlation of A and B is 0.57, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) 17% Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 2% 28% 33% 5% 1% - 10% - 6% 4% - 5% 9% 20% The standard deviation of the portfolio is %. (Round to two decimal places.) Using the data from Table 12.3, what is the volatility of an equally weighted portfolio of Coca-Cola and Starbucks stock? The volatility of the portfolio is 30 %. (Round to one decimal place.) Data Table TABLE 12.3 Estimated Annual Volatilities and Correlations for Selected Stocks (Based on Monthly Returns, January 2009 December 2018) Standard Deviation Microsoft 22% Starbucks 20% Netflix 62% Coca-Cola 13% McDonald's 13% Cisco 24% Boeing 23% Microsoft Starbucks Netflix Coca-Cola McDonald's Cisco Boeing 1 0.29 0.23 0.32 0.33 0.52 0.31 0.29 1 0.05 0.30 0.40 0.36 0.21 0.23 0.05 1 -0.04 0.00 0.32 0.30 -0.04 1 0.53 0.11 0.30 0.33 0.40 0.00 0.53 1 0.22 0.24 0.52 0.36 0.10 0.11 0.22 1 0.43 0.31 0.21 0.19 0.30 0.24 0.43 0.10 0.19 1 Source: Authors' calculations based on data from Yahoo Finance