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Using the data in the following table, and the fact that the correlation of A and B is 0.15, 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 0.15, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. 24% Realized Returns Stock A Stock B - 6% 20% 10% - 1% -3% 3% Year 2008 2009 2010 2011 2012 2013 5% 13% The standard deviation of the portfolio is %. (Round to two decimal places.)

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