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Using the data in the following table, and the fact that the correlation of A and B is 060, 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 060, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock 8. Realized Returns Stock B 18% 2009 Year 2008 22% 2010 Stock A -2% 10% 2% -5% 2% 13% 2011 2012 2013 -5% -7% 17% The standard deviation of the portfolio in 1% (Round to two decimal places)

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