Using the data in the following table, $$ and the fact that the correlation of A and $B$ is $0\mathrm{.}47,$ calculate the volatility $($standard deviation$)$ of a portfolio that is $50\%$ invested in stock A and $50\%$ invested in stock B$.$

The return of stock $A$ is $\%.($Round to two decimal places.$)$

The return of stock B is $\%.($Round to two decimal places.$)$

The variance of stock $A$ is $($Round to five decimal places.$)$

The variance of stock $B$ is $($Round to five decimal places.$)$

The standard deviation of stock $A$ is $\%.($Round to two decimal places.$)$

The standard deviation of stock $B$ is $\%.($Round to two decimal places.$)$

The variance of the portfolio of $50\%$ stock A and $50\%$ stock $B$ is $($Round to five decimal places.$)$

The standard deviation of the portfolio of $50\%$ stock A and $50\%$ stock B is $\%($Round to two decimal places.$)$

Realized Returns

$\backslash$table$[[,$Stock A$,$Stock B$],[2017,-4\%,12\%$